+319.2%
ZETA vs STRL
+1,110.3%
-791.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +26.5% | +23.4% | +3.0% | +20.5% |
| 30D | +10.3% | -39.5% | +49.8% | +22.0% |
| 3M | +30.5% | -45.1% | +75.6% | +46.4% |
| 6M | +129.4% | -64.6% | +193.9% | +176.5% |
| YTD | +83.1% | -1.5% | +84.7% | +41.4% |
| 1Y | +82.1% | -20.8% | +102.8% | +52.7% |
| 3Y | +352.3% | +353.1% | -0.8% | +84.6% |
| 5Y | +293.1% | +942.9% | -649.7% | -2.5% |
| All | +319.2% | +1,110.3% | -791.0% | +3.4% |
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