-53.7%
SMR vs ZETA
+203.1%
-256.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -2.9% |
| 7D | -8.3% | +18.1% | -26.4% | -12.4% |
| 30D | -20.1% | +13.6% | -33.6% | -22.6% |
| 3M | -52.7% | +23.7% | -76.4% | -55.3% |
| 6M | -61.0% | +128.5% | -189.5% | -68.8% |
| YTD | -67.1% | +80.1% | -147.2% | -72.1% |
| 1Y | -79.9% | +98.0% | -177.9% | -83.3% |
| 3Y | +101.7% | +348.6% | -246.9% | +34.0% |
| All | -53.7% | +203.1% | -256.8% | -70.8% |
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