+239.5%
ZETA vs SPMO
+180.4%
+59.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.9% |
| 7D | -3.7% | -0.9% | -2.8% | -2.7% |
| 30D | +5.7% | -1.9% | +7.6% | +7.8% |
| 3M | +50.4% | -1.4% | +51.8% | +45.8% |
| 6M | +65.5% | +25.5% | +40.0% | +11.2% |
| YTD | +48.3% | +24.8% | +23.5% | +1.0% |
| 1Y | +45.4% | +24.5% | +20.9% | +0.3% |
| 3Y | +270.8% | +157.1% | +113.6% | -5.3% |
| 5Y | +336.1% | +149.5% | +186.6% | +16.9% |
| All | +239.5% | +180.4% | +59.1% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling