+252.6%
ZETA vs SM
+79.4%
+173.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +15.8% | +26.3% | -10.5% | +10.0% |
| 3M | +35.4% | +8.7% | +26.7% | +31.5% |
| 6M | +67.1% | +51.7% | +15.4% | +47.3% |
| YTD | +54.1% | +99.0% | -45.0% | +25.7% |
| 1Y | +67.8% | +34.6% | +33.2% | +50.9% |
| 3Y | +311.4% | -7.8% | +319.2% | +289.4% |
| 5Y | +324.8% | +104.8% | +220.0% | +212.4% |
| All | +252.6% | +79.4% | +173.2% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling