+290.4%
ZETA vs STRL
+509.6%
-219.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.8% | -5.2% |
| 7D | +2.7% | +3.4% | -0.7% | +1.9% |
| 30D | +15.8% | -9.2% | +25.1% | +17.7% |
| 3M | +35.4% | -51.0% | +86.5% | +54.6% |
| 6M | +67.1% | +15.8% | +51.3% | +36.9% |
| YTD | +54.1% | +58.9% | -4.8% | +9.2% |
| 1Y | +67.8% | +68.5% | -0.7% | +15.0% |
| All | +290.4% | +509.6% | -219.1% | +63.0% |
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