+443.6%
STX vs ZETA
+232.9%
+210.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.9% |
| 7D | -28.5% | -0.4% | -28.0% | -28.4% |
| 30D | -42.9% | -8.0% | -34.9% | -42.2% |
| 3M | -45.9% | +21.4% | -67.3% | -47.4% |
| 6M | -41.3% | +80.1% | -121.4% | -46.6% |
| YTD | +67.9% | +52.5% | +15.5% | +55.2% |
| 1Y | +66.5% | +58.5% | +8.0% | +52.9% |
| 3Y | +588.0% | +281.7% | +306.3% | +395.1% |
| All | +443.6% | +232.9% | +210.7% | +272.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling