+341.8%
ZETA vs STLA
-62.5%
+404.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.6% |
| 7D | -2.4% | +0.7% | -3.2% | -2.7% |
| 30D | +15.6% | -2.4% | +17.9% | +16.5% |
| 3M | +41.5% | -23.9% | +65.4% | +56.3% |
| 6M | +63.4% | -24.6% | +88.0% | +79.1% |
| YTD | +51.3% | -50.5% | +101.8% | +93.4% |
| 1Y | +65.8% | -39.8% | +105.6% | +91.7% |
| 3Y | +279.2% | -65.6% | +344.8% | +430.3% |
| 5Y | +341.8% | -62.1% | +403.8% | +454.7% |
| All | +341.8% | -62.5% | +404.3% | +454.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling