+239.5%
ZETA vs SPYG
+108.9%
+130.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -2.5% |
| 7D | -3.7% | -0.9% | -2.8% | -2.5% |
| 30D | +5.7% | -1.5% | +7.2% | +8.3% |
| 3M | +50.4% | +3.7% | +46.7% | +41.3% |
| 6M | +65.5% | +16.4% | +49.0% | +30.9% |
| YTD | +48.3% | +13.3% | +35.0% | +23.2% |
| 1Y | +45.4% | +17.9% | +27.5% | +14.8% |
| 3Y | +270.8% | +98.3% | +172.4% | +40.5% |
| 5Y | +336.1% | +86.4% | +249.7% | +84.3% |
| All | +239.5% | +108.9% | +130.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling