+300.4%
SMH vs ZETA
+306.8%
-6.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | +4.9% | +18.1% | -13.2% | +1.9% |
| 30D | -13.8% | +13.6% | -27.4% | -15.6% |
| 3M | -17.4% | +23.7% | -41.1% | -20.5% |
| 6M | -15.0% | +128.5% | -143.5% | -27.4% |
| YTD | +35.2% | +80.1% | -44.9% | +18.9% |
| 1Y | +41.6% | +98.0% | -56.4% | +22.2% |
| 3Y | +215.6% | +348.6% | -133.0% | +110.0% |
| 5Y | +233.2% | +286.6% | -53.4% | +110.7% |
| All | +300.4% | +306.8% | -6.4% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling