+243.8%
ZETA vs SPG
+101.0%
+142.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -6.5% | -2.2% | -4.3% | -4.9% |
| 30D | +4.8% | -5.8% | +10.6% | +9.6% |
| 3M | +53.3% | -2.8% | +56.1% | +55.9% |
| 6M | +66.8% | +8.9% | +57.9% | +53.6% |
| YTD | +50.2% | +14.3% | +35.9% | +32.3% |
| 1Y | +62.0% | +19.5% | +42.6% | +37.0% |
| 3Y | +276.4% | +106.9% | +169.5% | +107.7% |
| 5Y | +341.6% | +108.7% | +232.9% | +149.8% |
| All | +243.8% | +101.0% | +142.7% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling