+252.6%
ZETA vs SPXS
-88.8%
+341.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -3.3% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +15.8% | +0.8% | +15.0% | +16.9% |
| 3M | +35.4% | -4.7% | +40.1% | +33.8% |
| 6M | +67.1% | -29.6% | +96.7% | +39.8% |
| YTD | +54.1% | -29.8% | +83.9% | +31.1% |
| 1Y | +67.8% | -38.9% | +106.8% | +35.0% |
| 3Y | +311.4% | -79.6% | +391.0% | +119.6% |
| 5Y | +324.8% | -85.9% | +410.7% | +149.4% |
| All | +252.6% | -88.8% | +341.5% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling