+294.9%
ZETA vs SPXS
-83.0%
+378.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -0.8% |
| 7D | +18.1% | -7.5% | +25.6% | +12.9% |
| 30D | +13.6% | +5.3% | +8.2% | +19.5% |
| 3M | +23.7% | +9.7% | +14.0% | +34.5% |
| 6M | +128.5% | -4.6% | +133.0% | +131.7% |
| YTD | +80.1% | -25.8% | +105.9% | +61.9% |
| 1Y | +98.0% | -28.8% | +126.8% | +75.0% |
| 3Y | +348.6% | -80.2% | +428.8% | +135.3% |
| All | +294.9% | -83.0% | +378.0% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling