-15.7%
STM vs ZETA
+232.9%
-248.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.3% | -0.9% | +3.4% |
| 7D | -10.7% | -0.4% | -10.3% | -10.6% |
| 30D | -25.7% | -8.0% | -17.7% | -24.5% |
| 3M | -21.6% | +21.4% | -43.0% | -24.6% |
| 6M | -27.8% | +80.1% | -107.9% | -36.6% |
| YTD | +61.8% | +52.5% | +9.3% | +45.0% |
| 1Y | +78.1% | +58.5% | +19.6% | +57.9% |
| 3Y | +4.9% | +281.7% | -276.8% | -33.2% |
| All | -15.7% | +232.9% | -248.7% | -50.1% |
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