+76.3%
ZETA vs SM
+64.7%
+11.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.4% | +6.7% | +8.3% |
| 7D | +13.2% | -19.5% | +32.7% | +10.8% |
| 30D | +6.0% | -20.2% | +26.2% | +3.8% |
| 3M | +27.3% | -6.5% | +33.8% | +27.5% |
| 6M | +104.6% | +1.6% | +103.1% | +107.3% |
| YTD | +72.3% | +61.2% | +11.1% | +84.0% |
| 1Y | +76.3% | +65.4% | +11.0% | +89.3% |
| All | +76.3% | +64.7% | +11.6% | +89.3% |
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