-2.7%
SMCI vs ZETA
+68.7%
-71.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.1% | +8.6% | +5.4% |
| 7D | +6.8% | +2.7% | +4.1% | +6.0% |
| 30D | +30.6% | +15.8% | +14.8% | +25.8% |
| 3M | -15.6% | +35.4% | -51.0% | -21.5% |
| 6M | +21.3% | +67.1% | -45.9% | +6.4% |
| YTD | +35.3% | +54.1% | -18.8% | +18.0% |
| 1Y | -2.7% | +67.8% | -70.6% | -10.6% |
| All | -2.7% | +68.7% | -71.5% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling