+65.8%
ZETA vs SM
+46.7%
+19.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -1.4% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | +15.6% | +31.5% | -15.9% | +18.8% |
| 3M | +41.5% | +17.3% | +24.2% | +44.3% |
| 6M | +63.4% | +48.5% | +14.9% | +68.7% |
| YTD | +51.3% | +106.3% | -55.0% | +58.9% |
| 1Y | +65.8% | +47.3% | +18.5% | +82.6% |
| All | +65.8% | +46.7% | +19.1% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling