-75.5%
SMR vs ZETA
+60.9%
-136.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.2% | -14.4% | -15.0% |
| 7D | -11.2% | -3.7% | -7.5% | -9.5% |
| 30D | -10.2% | +5.7% | -15.9% | -13.1% |
| 3M | -10.0% | +50.4% | -60.5% | -29.3% |
| 6M | -30.5% | +65.5% | -95.9% | -48.6% |
| YTD | -39.2% | +48.3% | -87.5% | -53.4% |
| 1Y | -75.5% | +45.4% | -120.9% | -80.6% |
| All | -75.5% | +60.9% | -136.4% | -80.6% |
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