+28.5%
STM vs ZETA
+313.7%
-285.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.7% |
| 7D | +16.3% | +26.5% | -10.2% | +11.5% |
| 30D | -6.3% | +10.3% | -16.5% | -7.9% |
| 3M | -14.1% | +30.5% | -44.6% | -18.3% |
| 6M | -19.6% | +129.4% | -148.9% | -31.6% |
| YTD | +80.1% | +83.1% | -3.0% | +57.8% |
| 1Y | +95.4% | +82.1% | +13.3% | +70.8% |
| 3Y | +14.7% | +352.3% | -337.6% | -24.1% |
| 5Y | -5.4% | +293.1% | -298.5% | -40.3% |
| All | +28.5% | +313.7% | -285.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling