+64.7%
ZETA vs STLA
-40.1%
+104.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.1% |
| 7D | -2.4% | +0.7% | -3.2% | -2.6% |
| 30D | +15.6% | -2.4% | +17.9% | +16.0% |
| 3M | +41.5% | -23.9% | +65.4% | +48.7% |
| 6M | +63.4% | -24.6% | +88.0% | +70.4% |
| YTD | +51.3% | -50.5% | +101.8% | +77.4% |
| All | +64.7% | -40.1% | +104.8% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling