+281.7%
ZETA vs STLA
-74.0%
+355.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | -0.4% | -4.5% | +4.1% | +0.9% |
| 30D | -8.0% | -3.9% | -4.1% | -7.2% |
| 3M | +21.4% | -20.2% | +41.6% | +29.1% |
| 6M | +80.1% | -42.2% | +122.3% | +110.3% |
| YTD | +52.5% | -59.3% | +111.8% | +97.3% |
| 1Y | +58.5% | -56.1% | +114.5% | +97.5% |
| 3Y | +281.7% | -73.7% | +355.3% | +405.9% |
| All | +281.7% | -74.0% | +355.7% | +405.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling