+319.2%
ZETA vs SMTC
+77.8%
+241.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.2% |
| 7D | +26.5% | +30.5% | -4.0% | +18.6% |
| 30D | +10.3% | -30.9% | +41.1% | +18.5% |
| 3M | +30.5% | -14.7% | +45.2% | +30.2% |
| 6M | +129.4% | -9.6% | +138.9% | +114.9% |
| YTD | +83.1% | +62.1% | +21.1% | +40.2% |
| 1Y | +82.1% | +66.6% | +15.5% | +38.0% |
| 3Y | +352.3% | +718.1% | -365.8% | +53.3% |
| 5Y | +293.1% | +32.8% | +260.3% | +288.4% |
| All | +319.2% | +77.8% | +241.5% | +259.9% |
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