+243.8%
ZETA vs SMTC
+136.8%
+106.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | -6.5% | +17.5% | -24.0% | -10.5% |
| 30D | +4.8% | +21.3% | -16.5% | -1.5% |
| 3M | +53.3% | +3.1% | +50.2% | +46.0% |
| 6M | +66.8% | +81.7% | -14.9% | +29.9% |
| YTD | +50.2% | +115.9% | -65.8% | +10.3% |
| 1Y | +62.0% | +157.8% | -95.8% | +11.7% |
| 3Y | +276.4% | +557.3% | -280.9% | +50.5% |
| 5Y | +341.6% | +114.7% | +227.0% | +279.1% |
| All | +243.8% | +136.8% | +106.9% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SMTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling