+341.8%
ZETA vs SPG
+106.4%
+235.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.7% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +15.6% | -4.9% | +20.5% | +20.3% |
| 3M | +41.5% | +3.3% | +38.2% | +36.7% |
| 6M | +63.4% | +11.2% | +52.2% | +47.1% |
| YTD | +51.3% | +17.1% | +34.2% | +29.8% |
| 1Y | +65.8% | +21.6% | +44.2% | +36.9% |
| 3Y | +279.2% | +111.9% | +167.3% | +95.7% |
| 5Y | +341.8% | +106.9% | +234.8% | +161.6% |
| All | +341.8% | +106.4% | +235.4% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling