+503.3%
STX vs ZETA
+259.8%
+243.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.5% | +5.3% | +9.2% |
| 7D | -14.8% | +6.2% | -21.0% | -15.3% |
| 30D | -35.4% | -2.0% | -33.3% | -35.1% |
| 3M | -37.7% | +21.7% | -59.4% | -39.2% |
| 6M | -35.2% | +89.1% | -124.4% | -40.9% |
| YTD | +84.4% | +59.3% | +25.1% | +70.8% |
| 1Y | +82.3% | +66.2% | +16.1% | +67.8% |
| 3Y | +646.2% | +297.3% | +348.9% | +463.0% |
| 5Y | +487.4% | +227.5% | +259.9% | +324.7% |
| All | +503.3% | +259.8% | +243.5% | +335.9% |
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