+102.4%
STX vs ZETA
+81.4%
+21.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.9% |
| 7D | +14.6% | +18.1% | -3.5% | +13.0% |
| 30D | -26.0% | +13.6% | -39.5% | -26.7% |
| 3M | -42.6% | +23.7% | -66.4% | -43.2% |
| 6M | -35.3% | +128.5% | -163.8% | -38.6% |
| YTD | +92.5% | +80.1% | +12.4% | +98.3% |
| 1Y | +102.4% | +98.0% | +4.4% | +100.2% |
| All | +102.4% | +81.4% | +21.0% | +100.2% |
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 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