+128.6%
ZETA vs SPY
+3.7%
+124.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +5.4% |
| 7D | +18.8% | -0.9% | +19.7% | +20.7% |
| 30D | +12.6% | -2.4% | +15.0% | +17.3% |
| 3M | +29.5% | -1.2% | +30.6% | +33.1% |
| 6M | +128.6% | +3.3% | +125.3% | +125.3% |
| All | +128.6% | +3.7% | +124.9% | +125.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling