-14.4%
SMR vs ZETA
+149.6%
-164.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.2% | -14.4% | -15.4% |
| 7D | -11.2% | -3.7% | -7.5% | -10.4% |
| 30D | -10.2% | +5.7% | -15.9% | -11.6% |
| 3M | -10.0% | +50.4% | -60.5% | -19.7% |
| 6M | -30.5% | +65.5% | -95.9% | -39.3% |
| YTD | -39.2% | +48.3% | -87.5% | -45.8% |
| 1Y | -75.5% | +45.4% | -120.9% | -78.1% |
| 3Y | +45.4% | +270.8% | -225.3% | +2.0% |
| All | -14.4% | +149.6% | -164.0% | -43.3% |
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 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