+67.8%
ZETA vs SPXS
-40.2%
+108.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -3.1% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +15.8% | +0.8% | +15.0% | +17.1% |
| 3M | +35.4% | -4.7% | +40.1% | +34.3% |
| 6M | +67.1% | -29.6% | +96.7% | +30.4% |
| YTD | +54.1% | -29.8% | +83.9% | +23.4% |
| 1Y | +67.8% | -38.9% | +106.8% | +19.0% |
| All | +67.8% | -40.2% | +108.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling