+227.5%
ZETA vs SPG
+81.6%
+145.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +2.8% |
| 7D | +6.2% | +5.1% | +1.1% | +2.1% |
| 30D | -2.0% | +16.8% | -18.9% | -14.0% |
| 3M | +21.7% | +5.7% | +16.0% | +15.7% |
| 6M | +89.1% | +17.8% | +71.3% | +62.0% |
| YTD | +59.3% | +30.1% | +29.2% | +23.6% |
| 1Y | +66.2% | +32.8% | +33.4% | +26.4% |
| 3Y | +297.3% | +137.2% | +160.1% | +77.2% |
| 5Y | +227.5% | +81.5% | +146.0% | +82.3% |
| All | +227.5% | +81.6% | +145.8% | +82.3% |
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