+128.6%
ZETA vs SMTC
-0.6%
+129.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.7% | +7.7% |
| 7D | +18.8% | +12.9% | +5.9% | +18.5% |
| 30D | +12.6% | -25.6% | +38.2% | +8.5% |
| 3M | +29.5% | -4.5% | +34.0% | +30.3% |
| 6M | +128.6% | -8.3% | +136.9% | +133.5% |
| All | +128.6% | -0.6% | +129.2% | +133.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling