-85.6%
SMR vs ZETA
+84.8%
-170.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.8% |
| 7D | -9.5% | -5.0% | -4.5% | -7.3% |
| 30D | -33.2% | -3.3% | -29.9% | -32.1% |
| 3M | -45.9% | +31.0% | -76.9% | -53.5% |
| 6M | -57.9% | +72.2% | -130.0% | -69.4% |
| YTD | -63.8% | +56.2% | -120.0% | -73.3% |
| 1Y | -85.6% | +90.3% | -175.9% | -90.7% |
| All | -85.6% | +84.8% | -170.4% | -90.7% |
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