+1,144.9%
STX vs ZETA
+343.0%
+801.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +6.7% |
| 7D | +10.7% | -2.4% | +13.2% | +11.0% |
| 30D | +11.3% | +15.6% | -4.3% | +9.0% |
| 3M | +3.2% | +41.5% | -38.3% | -2.2% |
| 6M | +157.0% | +63.4% | +93.5% | +136.8% |
| YTD | +229.2% | +51.3% | +177.9% | +205.4% |
| 1Y | +381.8% | +65.8% | +316.0% | +339.0% |
| 3Y | +1,383.2% | +279.2% | +1,104.0% | +995.9% |
| 5Y | +1,144.9% | +341.8% | +803.1% | +760.2% |
| All | +1,144.9% | +343.0% | +801.9% | +760.2% |
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 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