+73.1%
SPYM vs ZETA
+281.0%
-207.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +2.6% | +18.1% | -15.6% | +0.6% |
| 30D | -2.0% | +13.6% | -15.6% | -3.5% |
| 3M | -2.8% | +23.7% | -26.5% | -5.4% |
| 6M | +2.2% | +128.5% | -126.3% | -7.9% |
| YTD | +11.5% | +80.1% | -68.6% | +2.5% |
| 1Y | +13.5% | +98.0% | -84.5% | +3.0% |
| 3Y | +78.0% | +348.6% | -270.6% | +34.5% |
| All | +73.1% | +281.0% | -207.9% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling