+275.4%
ZETA vs SPMO
+154.5%
+121.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +2.3% |
| 7D | -6.5% | +0.1% | -6.6% | -6.7% |
| 30D | +4.8% | -0.7% | +5.5% | +5.2% |
| 3M | +53.3% | +2.8% | +50.5% | +40.5% |
| 6M | +66.8% | +24.4% | +42.4% | +14.4% |
| YTD | +50.2% | +24.2% | +26.0% | +3.9% |
| 1Y | +62.0% | +24.5% | +37.5% | +12.8% |
| All | +275.4% | +154.5% | +121.0% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling