+282.0%
ZETA vs SMTC
+40.1%
+241.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.7% | +5.2% |
| 7D | +18.8% | +12.9% | +5.9% | +15.1% |
| 30D | +12.6% | -25.6% | +38.2% | +18.8% |
| 3M | +29.5% | -4.5% | +34.0% | +25.6% |
| 6M | +128.6% | -8.3% | +136.9% | +114.2% |
| YTD | +85.5% | +69.9% | +15.5% | +41.1% |
| 1Y | +90.6% | +73.9% | +16.7% | +43.8% |
| 3Y | +358.0% | +757.7% | -399.7% | +55.8% |
| 5Y | +282.0% | +38.7% | +243.3% | +325.6% |
| All | +282.0% | +40.1% | +241.9% | +325.6% |
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