+324.5%
ZETA vs STLA
-73.0%
+397.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.5% | +11.1% | +8.9% |
| 7D | +18.8% | -11.6% | +30.4% | +24.1% |
| 30D | +12.6% | -6.2% | +18.8% | +14.4% |
| 3M | +29.5% | -24.6% | +54.1% | +42.2% |
| 6M | +128.6% | -44.9% | +173.5% | +180.7% |
| YTD | +85.5% | -62.3% | +147.7% | +158.5% |
| 1Y | +90.6% | -61.8% | +152.4% | +163.3% |
| 3Y | +358.0% | -75.3% | +433.4% | +623.5% |
| 5Y | +282.0% | -72.5% | +354.5% | +430.6% |
| All | +324.5% | -73.0% | +397.5% | +481.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling