+43.5%
STM vs ZETA
+241.7%
-198.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +5.2% | -2.4% | +7.6% | +5.5% |
| 30D | -7.4% | +15.6% | -22.9% | -9.9% |
| 3M | -30.6% | +41.5% | -72.1% | -35.3% |
| 6M | +66.4% | +63.4% | +3.0% | +49.8% |
| YTD | +101.1% | +51.3% | +49.8% | +82.5% |
| 1Y | +97.4% | +65.8% | +31.6% | +74.6% |
| 3Y | +21.1% | +279.2% | -258.0% | -17.4% |
| 5Y | +22.5% | +341.8% | -319.3% | -21.1% |
| All | +43.5% | +241.7% | -198.2% | -8.4% |
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