-37.6%
SMCI vs ZETA
+84.8%
-122.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.6% | -8.3% | -6.3% |
| 7D | -17.3% | -5.0% | -12.3% | -16.4% |
| 30D | -31.5% | -3.3% | -28.1% | -30.8% |
| 3M | -6.6% | +31.0% | -37.6% | -12.0% |
| 6M | +6.0% | +72.2% | -66.1% | -5.3% |
| YTD | +1.1% | +56.2% | -55.0% | -11.9% |
| 1Y | -37.6% | +90.3% | -127.9% | -45.5% |
| All | -37.6% | +84.8% | -122.3% | -45.5% |
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