+43.4%
SMH vs ZETA
+84.8%
-41.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.4% | -3.0% |
| 7D | -11.2% | -5.0% | -6.2% | -10.7% |
| 30D | -20.4% | -3.3% | -17.1% | -20.1% |
| 3M | -12.4% | +31.0% | -43.4% | -14.7% |
| 6M | -0.5% | +72.2% | -72.7% | -6.2% |
| YTD | +40.0% | +56.2% | -16.1% | +32.3% |
| 1Y | +43.4% | +90.3% | -46.9% | +29.8% |
| All | +43.4% | +84.8% | -41.4% | +29.8% |
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