+252.6%
ZETA vs SPY
+95.5%
+157.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.4% |
| 7D | +2.7% | +0.1% | +2.5% | +2.5% |
| 30D | +15.8% | +0.1% | +15.8% | +16.0% |
| 3M | +35.4% | +2.0% | +33.4% | +30.7% |
| 6M | +67.1% | +13.0% | +54.1% | +33.9% |
| YTD | +54.1% | +13.5% | +40.5% | +23.7% |
| 1Y | +67.8% | +20.0% | +47.9% | +23.7% |
| 3Y | +311.4% | +77.2% | +234.2% | +61.9% |
| 5Y | +324.8% | +81.9% | +242.9% | +65.5% |
| All | +252.6% | +95.5% | +157.2% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling