+324.5%
ZETA vs STRL
+1,119.3%
-794.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.9% | +2.7% | +6.5% |
| 7D | +18.8% | +7.1% | +11.6% | +16.7% |
| 30D | +12.6% | -39.4% | +52.0% | +24.6% |
| 3M | +29.5% | -43.0% | +72.4% | +43.8% |
| 6M | +128.6% | -65.0% | +193.6% | +176.7% |
| YTD | +85.5% | -0.8% | +86.2% | +43.0% |
| 1Y | +90.6% | -20.3% | +110.9% | +59.6% |
| 3Y | +358.0% | +356.5% | +1.5% | +86.6% |
| 5Y | +282.0% | +952.8% | -670.9% | -5.5% |
| All | +324.5% | +1,119.3% | -794.8% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling