+252.6%
ZETA vs STRL
+1,852.2%
-1,599.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.8% | -5.4% |
| 7D | +2.7% | +3.4% | -0.7% | +1.7% |
| 30D | +15.8% | -9.2% | +25.1% | +18.0% |
| 3M | +35.4% | -51.0% | +86.5% | +57.5% |
| 6M | +67.1% | +15.8% | +51.3% | +36.0% |
| YTD | +54.1% | +58.9% | -4.8% | +8.8% |
| 1Y | +67.8% | +68.5% | -0.7% | +14.7% |
| 3Y | +311.4% | +485.2% | -173.8% | +64.2% |
| 5Y | +324.8% | +2,005.1% | -1,680.3% | -5.3% |
| All | +252.6% | +1,852.2% | -1,599.6% | -20.4% |
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 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