+21.7%
SMCI vs ZETA
+67.2%
-45.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | +5.2% | -0.1% | +5.3% | +5.0% |
| 30D | +23.7% | +10.5% | +13.3% | +20.0% |
| 3M | -4.2% | +44.3% | -48.5% | -13.4% |
| 6M | +21.7% | +59.4% | -37.7% | +10.6% |
| All | +21.7% | +67.2% | -45.5% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling