+279.2%
ZETA vs SMTC
+556.3%
-277.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.7% | -3.3% |
| 7D | -2.4% | +22.9% | -25.4% | -5.8% |
| 30D | +15.6% | +16.6% | -1.1% | +11.8% |
| 3M | +41.5% | +2.4% | +39.1% | +37.8% |
| 6M | +63.4% | +98.3% | -34.8% | +35.0% |
| YTD | +51.3% | +120.7% | -69.4% | +21.7% |
| 1Y | +65.8% | +168.3% | -102.5% | +27.6% |
| 3Y | +279.2% | +571.7% | -292.5% | +110.7% |
| All | +279.2% | +556.3% | -277.1% | +110.7% |
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