+361.9%
ZETA vs SMTC
+772.6%
-410.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.7% | +6.0% |
| 7D | +18.8% | +12.9% | +5.9% | +16.3% |
| 30D | +12.6% | -25.6% | +38.2% | +16.5% |
| 3M | +29.5% | -4.5% | +34.0% | +26.9% |
| 6M | +128.6% | -8.3% | +136.9% | +118.8% |
| YTD | +85.5% | +69.9% | +15.5% | +51.9% |
| 1Y | +90.6% | +73.9% | +16.7% | +55.2% |
| All | +361.9% | +772.6% | -410.7% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling