-61.0%
SMR vs ZETA
+127.5%
-188.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -2.7% |
| 7D | -8.3% | +18.1% | -26.4% | -14.5% |
| 30D | -20.1% | +13.6% | -33.6% | -24.2% |
| 3M | -52.7% | +23.7% | -76.4% | -56.5% |
| 6M | -61.0% | +128.5% | -189.5% | -71.4% |
| All | -61.0% | +127.5% | -188.5% | -71.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling