+246.3%
ZETA vs SPMO
+184.5%
+61.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.4% |
| 7D | -2.4% | +3.4% | -5.8% | -6.3% |
| 30D | +15.6% | +0.5% | +15.1% | +14.5% |
| 3M | +41.5% | +1.9% | +39.6% | +31.4% |
| 6M | +63.4% | +27.8% | +35.6% | +7.4% |
| YTD | +51.3% | +26.7% | +24.6% | +1.4% |
| 1Y | +65.8% | +28.9% | +36.9% | +9.4% |
| 3Y | +279.2% | +160.7% | +118.5% | -4.6% |
| 5Y | +341.8% | +150.2% | +191.6% | +16.4% |
| All | +246.3% | +184.5% | +61.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPMO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling