+62.7%
ZETA vs SPG
+18.0%
+44.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.7% |
| 7D | -0.1% | -2.7% | +2.6% | +0.4% |
| 30D | +10.5% | -7.3% | +17.7% | +11.7% |
| 3M | +44.3% | -3.5% | +47.8% | +45.2% |
| 6M | +59.4% | +8.5% | +51.0% | +52.9% |
| YTD | +49.5% | +13.0% | +36.5% | +42.1% |
| 1Y | +62.7% | +18.0% | +44.6% | +52.1% |
| All | +62.7% | +18.0% | +44.7% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling