+243.8%
ZETA vs SPXS
-88.3%
+332.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +1.6% |
| 7D | -6.5% | +6.4% | -12.9% | -2.7% |
| 30D | +4.8% | +6.0% | -1.1% | +9.2% |
| 3M | +53.3% | -11.6% | +65.0% | +43.8% |
| 6M | +66.8% | -28.7% | +95.5% | +40.6% |
| YTD | +50.2% | -26.3% | +76.4% | +31.9% |
| 1Y | +62.0% | -34.9% | +97.0% | +35.7% |
| 3Y | +276.4% | -79.5% | +355.8% | +102.4% |
| 5Y | +341.6% | -85.9% | +427.5% | +167.2% |
| All | +243.8% | -88.3% | +332.0% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling