+1,005.7%
SMCI vs ZETA
+241.7%
+764.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +9.7% | -2.4% | +12.1% | +10.1% |
| 30D | +29.3% | +15.6% | +13.8% | +24.6% |
| 3M | -8.5% | +41.5% | -50.0% | -16.5% |
| 6M | +28.6% | +63.4% | -34.8% | +13.1% |
| YTD | +37.5% | +51.3% | -13.8% | +22.0% |
| 1Y | +0.5% | +65.8% | -65.3% | -13.7% |
| 3Y | +43.4% | +279.2% | -235.7% | -4.0% |
| 5Y | +1,008.2% | +341.8% | +666.4% | +608.5% |
| All | +1,005.7% | +241.7% | +764.0% | +617.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling