-8.8%
SMCI vs ZETA
+60.9%
-69.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.6% |
| 7D | +1.3% | -3.7% | +5.0% | +2.1% |
| 30D | +6.6% | +5.7% | +0.9% | +4.9% |
| 3M | +25.4% | +50.4% | -25.0% | +11.6% |
| 6M | +26.1% | +65.5% | -39.3% | +10.6% |
| YTD | +37.0% | +48.3% | -11.3% | +20.0% |
| 1Y | -8.8% | +45.4% | -54.1% | -13.1% |
| All | -8.8% | +60.9% | -69.6% | -13.1% |
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