+246.3%
ZETA vs STRL
+1,915.2%
-1,668.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.6% |
| 7D | -2.4% | +10.1% | -12.5% | -4.8% |
| 30D | +15.6% | -8.2% | +23.8% | +17.4% |
| 3M | +41.5% | -43.7% | +85.2% | +58.6% |
| 6M | +63.4% | +27.1% | +36.3% | +28.9% |
| YTD | +51.3% | +64.0% | -12.7% | +6.0% |
| 1Y | +65.8% | +75.2% | -9.4% | +12.1% |
| 3Y | +279.2% | +539.9% | -260.7% | +47.1% |
| 5Y | +341.8% | +2,133.0% | -1,791.2% | -2.4% |
| All | +246.3% | +1,915.2% | -1,668.9% | -22.4% |
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