+123.8%
STX vs ZETA
+84.8%
+39.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -8.4% |
| 7D | -20.2% | -5.0% | -15.2% | -19.8% |
| 30D | -37.2% | -3.3% | -33.9% | -36.9% |
| 3M | -34.1% | +31.0% | -65.0% | -35.8% |
| 6M | -24.5% | +72.2% | -96.6% | -29.4% |
| YTD | +102.9% | +56.2% | +46.8% | +98.4% |
| 1Y | +123.8% | +90.3% | +33.5% | +97.5% |
| All | +123.8% | +84.8% | +39.0% | +97.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling