-15.0%
SMH vs ZETA
+127.5%
-142.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.8% |
| 7D | +4.9% | +18.1% | -13.2% | +3.3% |
| 30D | -13.8% | +13.6% | -27.4% | -14.9% |
| 3M | -17.4% | +23.7% | -41.1% | -18.3% |
| 6M | -15.0% | +128.5% | -143.5% | -16.3% |
| All | -15.0% | +127.5% | -142.5% | -16.3% |
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