+279.2%
ZETA vs SPY
+78.7%
+200.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -0.7% |
| 7D | -2.4% | +0.5% | -3.0% | -3.4% |
| 30D | +15.6% | -0.9% | +16.5% | +18.0% |
| 3M | +41.5% | +3.9% | +37.6% | +31.3% |
| 6M | +63.4% | +14.5% | +48.9% | +25.4% |
| YTD | +51.3% | +12.9% | +38.4% | +20.7% |
| 1Y | +65.8% | +19.4% | +46.4% | +20.9% |
| 3Y | +279.2% | +78.5% | +200.7% | +43.3% |
| All | +279.2% | +78.7% | +200.5% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling