+273.7%
ZETA vs SPXS
-79.5%
+353.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -0.2% |
| 7D | -0.1% | +1.2% | -1.3% | +1.0% |
| 30D | +10.5% | +5.2% | +5.3% | +14.7% |
| 3M | +44.3% | -9.2% | +53.5% | +37.5% |
| 6M | +59.4% | -29.6% | +89.0% | +31.1% |
| YTD | +49.5% | -27.6% | +77.1% | +28.0% |
| 1Y | +62.7% | -36.7% | +99.4% | +31.6% |
| All | +273.7% | -79.5% | +353.2% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling