+11.1%
SMR vs ZETA
+154.7%
-143.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.0% | +15.7% |
| 7D | +21.4% | -2.4% | +23.8% | +21.9% |
| 30D | +13.8% | +15.6% | -1.7% | +9.5% |
| 3M | +3.9% | +41.5% | -37.6% | -5.7% |
| 6M | -4.2% | +63.4% | -67.6% | -16.3% |
| YTD | -21.1% | +51.3% | -72.4% | -30.0% |
| 1Y | -67.1% | +65.8% | -132.9% | -71.4% |
| 3Y | +88.9% | +279.2% | -190.3% | +31.6% |
| All | +11.1% | +154.7% | -143.5% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling