+242.2%
ZETA vs SM
+87.0%
+155.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.1% | -0.2% | +0.2% | -0.1% |
| 30D | +10.5% | +20.3% | -9.8% | +6.0% |
| 3M | +44.3% | +22.9% | +21.4% | +36.1% |
| 6M | +59.4% | +47.8% | +11.6% | +41.6% |
| YTD | +49.5% | +107.5% | -58.0% | +20.8% |
| 1Y | +62.7% | +51.7% | +10.9% | +41.8% |
| 3Y | +274.6% | -0.9% | +275.5% | +248.4% |
| 5Y | +349.3% | +112.2% | +237.1% | +228.0% |
| All | +242.2% | +87.0% | +155.2% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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