+252.6%
ZETA vs SMTC
+120.1%
+132.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.2% | -13.3% | -6.3% |
| 7D | +2.7% | +12.7% | -10.1% | -0.5% |
| 30D | +15.8% | +22.0% | -6.2% | +8.3% |
| 3M | +35.4% | -12.7% | +48.1% | +34.9% |
| 6M | +67.1% | +64.8% | +2.3% | +33.5% |
| YTD | +54.1% | +100.7% | -46.6% | +15.4% |
| 1Y | +67.8% | +146.9% | -79.1% | +16.9% |
| 3Y | +311.4% | +456.8% | -145.4% | +75.8% |
| 5Y | +324.8% | +89.2% | +235.6% | +281.4% |
| All | +252.6% | +120.1% | +132.5% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling