+549.8%
STX vs ZETA
+313.7%
+236.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.0% |
| 7D | +16.8% | +26.5% | -9.6% | +13.4% |
| 30D | -27.0% | +10.3% | -37.3% | -27.8% |
| 3M | -37.9% | +30.5% | -68.4% | -39.9% |
| 6M | -32.5% | +129.4% | -161.9% | -39.9% |
| YTD | +98.6% | +83.1% | +15.5% | +80.8% |
| 1Y | +93.6% | +82.1% | +11.5% | +76.2% |
| 3Y | +699.1% | +352.3% | +346.8% | +493.1% |
| 5Y | +481.0% | +293.1% | +187.9% | +312.6% |
| All | +549.8% | +313.7% | +236.2% | +361.2% |
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 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