+297.3%
ZETA vs SM
-14.2%
+311.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.7% | +7.2% | +4.8% |
| 7D | +6.2% | -22.3% | +28.5% | +9.5% |
| 30D | -2.0% | -21.4% | +19.3% | +0.7% |
| 3M | +21.7% | +1.4% | +20.3% | +20.3% |
| 6M | +89.1% | +0.1% | +89.0% | +84.8% |
| YTD | +59.3% | +59.0% | +0.4% | +37.8% |
| 1Y | +66.2% | +64.3% | +1.8% | +41.9% |
| 3Y | +297.3% | -13.1% | +310.4% | +260.0% |
| All | +297.3% | -14.2% | +311.5% | +260.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling