+252.6%
ZETA vs STLA
-63.4%
+316.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.6% |
| 7D | +2.7% | +2.6% | +0.1% | +1.6% |
| 30D | +15.8% | -1.2% | +17.1% | +16.3% |
| 3M | +35.4% | -24.8% | +60.2% | +50.3% |
| 6M | +67.1% | -25.6% | +92.7% | +84.0% |
| YTD | +54.1% | -48.9% | +103.0% | +93.9% |
| 1Y | +67.8% | -38.8% | +106.6% | +92.7% |
| 3Y | +311.4% | -64.5% | +376.0% | +466.5% |
| 5Y | +324.8% | -62.4% | +387.2% | +423.7% |
| All | +252.6% | -63.4% | +316.1% | +336.1% |
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 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