+87.6%
SMH vs ZETA
+60.9%
+26.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +0.3% | -3.7% | +4.0% | +0.6% |
| 30D | -2.8% | +5.7% | -8.5% | -3.5% |
| 3M | -6.7% | +50.4% | -57.2% | -11.2% |
| 6M | +41.8% | +65.5% | -23.7% | +32.0% |
| YTD | +57.9% | +48.3% | +9.6% | +48.7% |
| 1Y | +87.6% | +45.4% | +42.3% | +79.4% |
| All | +87.6% | +60.9% | +26.8% | +79.4% |
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