+348.6%
ZETA vs STRL
+341.0%
+7.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.1% |
| 7D | +18.1% | +15.7% | +2.5% | +14.7% |
| 30D | +13.6% | -35.5% | +49.0% | +22.2% |
| 3M | +23.7% | -47.1% | +70.9% | +37.4% |
| 6M | +128.5% | -65.8% | +194.3% | +170.9% |
| YTD | +80.1% | -4.5% | +84.6% | +35.6% |
| 1Y | +98.0% | -10.5% | +108.5% | +52.2% |
| 3Y | +348.6% | +340.6% | +8.0% | +59.2% |
| All | +348.6% | +341.0% | +7.6% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling