+252.6%
ZETA vs SPG
+103.5%
+149.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.3% |
| 7D | +2.7% | -2.4% | +5.0% | +4.6% |
| 30D | +15.8% | -6.8% | +22.6% | +22.2% |
| 3M | +35.4% | +2.7% | +32.7% | +31.6% |
| 6M | +67.1% | +5.5% | +61.7% | +57.8% |
| YTD | +54.1% | +15.7% | +38.3% | +34.5% |
| 1Y | +67.8% | +20.9% | +47.0% | +40.7% |
| 3Y | +311.4% | +112.4% | +199.0% | +122.7% |
| 5Y | +324.8% | +101.4% | +223.4% | +140.1% |
| All | +252.6% | +103.5% | +149.1% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling