+264.7%
ZETA vs STRL
+1,066.4%
-801.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +15.0% | -10.5% | +1.1% |
| 7D | +6.2% | -13.3% | +19.6% | +8.4% |
| 30D | -2.0% | -43.3% | +41.3% | +10.0% |
| 3M | +21.7% | -46.9% | +68.6% | +37.3% |
| 6M | +89.1% | -65.6% | +154.7% | +129.3% |
| YTD | +59.3% | -5.1% | +64.4% | +24.0% |
| 1Y | +66.2% | -23.1% | +89.2% | +40.0% |
| 3Y | +297.3% | +346.8% | -49.5% | +62.1% |
| 5Y | +227.5% | +907.2% | -679.7% | -18.2% |
| All | +264.7% | +1,066.4% | -801.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling