+349.3%
ZETA vs SMTC
+116.8%
+232.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.1% | +22.5% | -22.5% | -5.2% |
| 30D | +10.5% | +24.9% | -14.4% | +3.2% |
| 3M | +44.3% | +4.1% | +40.2% | +37.4% |
| 6M | +59.4% | +92.6% | -33.1% | +22.5% |
| YTD | +49.5% | +122.5% | -73.0% | +9.3% |
| 1Y | +62.7% | +166.2% | -103.5% | +11.7% |
| 3Y | +274.6% | +577.2% | -302.5% | +49.9% |
| 5Y | +349.3% | +119.0% | +230.4% | +307.2% |
| All | +349.3% | +116.8% | +232.5% | +307.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling