+319.2%
ZETA vs STLA
-74.6%
+393.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.8% | +1.0% |
| 7D | +26.5% | -13.1% | +39.5% | +32.7% |
| 30D | +10.3% | -13.3% | +23.5% | +15.3% |
| 3M | +30.5% | -27.9% | +58.4% | +45.5% |
| 6M | +129.4% | -47.8% | +177.2% | +187.0% |
| YTD | +83.1% | -64.6% | +147.7% | +161.0% |
| 1Y | +82.1% | -64.0% | +146.1% | +156.8% |
| 3Y | +352.3% | -76.8% | +429.1% | +630.7% |
| 5Y | +293.1% | -74.2% | +367.3% | +458.1% |
| All | +319.2% | -74.6% | +393.9% | +487.1% |
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