+341.6%
ZETA vs SPYG
+82.6%
+259.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.7% |
| 7D | -6.5% | -1.8% | -4.7% | -3.9% |
| 30D | +4.8% | -1.9% | +6.8% | +8.1% |
| 3M | +53.3% | +5.2% | +48.2% | +40.8% |
| 6M | +66.8% | +15.6% | +51.3% | +33.0% |
| YTD | +50.2% | +12.4% | +37.8% | +25.9% |
| 1Y | +62.0% | +17.5% | +44.6% | +28.2% |
| 3Y | +276.4% | +98.1% | +178.3% | +39.7% |
| 5Y | +341.6% | +84.9% | +256.7% | +92.3% |
| All | +341.6% | +82.6% | +259.0% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling