+341.8%
ZETA vs SM
+111.2%
+230.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.5% |
| 7D | -2.4% | -0.2% | -2.3% | -2.5% |
| 30D | +15.6% | +31.5% | -15.9% | +8.9% |
| 3M | +41.5% | +17.3% | +24.2% | +35.1% |
| 6M | +63.4% | +48.5% | +14.9% | +45.3% |
| YTD | +51.3% | +106.3% | -55.0% | +22.7% |
| 1Y | +65.8% | +47.3% | +18.5% | +46.1% |
| 3Y | +279.2% | -1.4% | +280.6% | +253.5% |
| 5Y | +341.8% | +114.0% | +227.7% | +240.6% |
| All | +341.8% | +111.2% | +230.5% | +240.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling