-4.6%
STM vs ZETA
+281.0%
-285.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.9% |
| 7D | +12.0% | +18.1% | -6.1% | +8.4% |
| 30D | -0.4% | +13.6% | -13.9% | -2.8% |
| 3M | -13.2% | +23.7% | -36.9% | -16.9% |
| 6M | -26.1% | +128.5% | -154.6% | -38.1% |
| YTD | +81.2% | +80.1% | +1.1% | +57.1% |
| 1Y | +98.3% | +98.0% | +0.3% | +68.4% |
| 3Y | +16.7% | +348.6% | -331.9% | -28.1% |
| All | -4.6% | +281.0% | -285.5% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling