+90.6%
ZETA vs SPY
+13.0%
+77.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +4.8% |
| 7D | +18.8% | -0.9% | +19.7% | +21.3% |
| 30D | +12.6% | -2.4% | +15.0% | +19.1% |
| 3M | +29.5% | -1.2% | +30.6% | +33.5% |
| 6M | +128.6% | +3.3% | +125.3% | +113.4% |
| YTD | +85.5% | +12.3% | +73.2% | +41.2% |
| 1Y | +90.6% | +12.4% | +78.2% | +45.7% |
| All | +90.6% | +13.0% | +77.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling