+294.5%
ZETA vs STLA
-72.0%
+366.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.6% | +11.8% | +9.5% |
| 7D | +13.2% | -4.9% | +18.1% | +15.3% |
| 30D | +6.0% | -4.9% | +10.9% | +7.3% |
| 3M | +27.3% | -23.7% | +51.0% | +39.3% |
| 6M | +104.6% | -45.0% | +149.6% | +152.0% |
| YTD | +72.3% | -60.9% | +133.2% | +137.3% |
| 1Y | +76.3% | -58.9% | +135.2% | +136.3% |
| 3Y | +325.6% | -74.4% | +400.0% | +564.4% |
| 5Y | +254.2% | -71.5% | +325.8% | +386.3% |
| All | +294.5% | -72.0% | +366.5% | +433.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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