+324.5%
ZETA vs SM
+53.4%
+271.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.6% | +2.1% | +6.5% |
| 7D | +18.8% | +0.3% | +18.4% | +18.8% |
| 30D | +12.6% | -17.3% | +29.9% | +16.5% |
| 3M | +29.5% | -3.6% | +33.1% | +29.0% |
| 6M | +128.6% | +2.9% | +125.7% | +121.3% |
| YTD | +85.5% | +70.2% | +15.2% | +54.9% |
| 1Y | +90.6% | +66.5% | +24.1% | +59.5% |
| 3Y | +358.0% | -8.2% | +366.2% | +327.3% |
| 5Y | +282.0% | -1.5% | +283.5% | +231.4% |
| All | +324.5% | +53.4% | +271.1% | +223.1% |
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