+381.8%
STX vs ZETA
+62.1%
+319.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +6.6% |
| 7D | +10.7% | -2.4% | +13.2% | +10.9% |
| 30D | +11.3% | +15.6% | -4.3% | +9.8% |
| 3M | +3.2% | +41.5% | -38.3% | +0.1% |
| 6M | +157.0% | +63.4% | +93.5% | +142.4% |
| YTD | +229.2% | +51.3% | +177.9% | +220.4% |
| 1Y | +381.8% | +65.8% | +316.0% | +354.4% |
| All | +381.8% | +62.1% | +319.7% | +354.4% |
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