+246.3%
ZETA vs SPXS
-88.7%
+335.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -0.8% |
| 7D | -2.4% | -1.5% | -0.9% | -3.2% |
| 30D | +15.6% | +3.7% | +11.9% | +18.7% |
| 3M | +41.5% | -9.6% | +51.1% | +34.9% |
| 6M | +63.4% | -32.4% | +95.8% | +33.3% |
| YTD | +51.3% | -28.7% | +80.0% | +30.1% |
| 1Y | +65.8% | -38.1% | +103.9% | +34.6% |
| 3Y | +279.2% | -80.1% | +359.3% | +99.8% |
| 5Y | +341.8% | -85.9% | +427.7% | +161.9% |
| All | +246.3% | -88.7% | +335.0% | +96.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling