+294.9%
ZETA vs SPMO
+114.1%
+180.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | +0.1% |
| 7D | +18.1% | +6.3% | +11.8% | +10.2% |
| 30D | +13.6% | -8.9% | +22.4% | +26.3% |
| 3M | +23.7% | -13.2% | +37.0% | +44.8% |
| 6M | +128.5% | -9.3% | +137.8% | +139.2% |
| YTD | +80.1% | +11.6% | +68.5% | +38.7% |
| 1Y | +98.0% | +13.4% | +84.6% | +49.2% |
| 3Y | +348.6% | +122.9% | +225.7% | +33.6% |
| All | +294.9% | +114.1% | +180.9% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling