+252.6%
ZETA vs SPXU
-88.9%
+341.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -3.3% |
| 7D | +2.7% | -0.1% | +2.8% | +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% | +39.7% |
| YTD | +54.1% | -29.9% | +83.9% | +30.9% |
| 1Y | +67.8% | -39.1% | +106.9% | +34.7% |
| 3Y | +311.4% | -80.0% | +391.4% | +116.8% |
| 5Y | +324.8% | -86.0% | +410.8% | +147.2% |
| All | +252.6% | -88.9% | +341.6% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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