+82.6%
SPYM vs ZETA
+352.7%
-270.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.0% | -6.5% | +4.5% | -1.3% |
| 30D | -1.6% | +4.8% | -6.5% | -2.2% |
| 3M | +4.7% | +53.3% | -48.6% | -0.4% |
| 6M | +12.6% | +66.8% | -54.3% | +5.4% |
| YTD | +11.8% | +50.2% | -38.4% | +5.4% |
| 1Y | +17.5% | +62.0% | -44.5% | +9.2% |
| 3Y | +77.0% | +276.4% | -199.4% | +39.3% |
| 5Y | +82.6% | +341.6% | -259.0% | +36.6% |
| All | +82.6% | +352.7% | -270.1% | +36.6% |
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