+65.8%
ZETA vs STRL
+73.8%
-8.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.9% |
| 7D | -2.4% | +10.1% | -12.5% | -2.8% |
| 30D | +15.6% | -8.2% | +23.8% | +15.9% |
| 3M | +41.5% | -43.7% | +85.2% | +45.8% |
| 6M | +63.4% | +27.1% | +36.3% | +39.9% |
| YTD | +51.3% | +64.0% | -12.7% | +14.8% |
| 1Y | +65.8% | +75.2% | -9.4% | +21.8% |
| All | +65.8% | +73.8% | -8.0% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling