+319.2%
ZETA vs STT
+140.2%
+179.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | +26.5% | +5.1% | +21.3% | +22.2% |
| 30D | +10.3% | -0.2% | +10.5% | +10.8% |
| 3M | +30.5% | -8.1% | +38.7% | +38.6% |
| 6M | +129.4% | +16.6% | +112.7% | +103.8% |
| YTD | +83.1% | +37.8% | +45.3% | +44.3% |
| 1Y | +82.1% | +46.8% | +35.2% | +37.4% |
| 3Y | +352.3% | +181.2% | +171.1% | +126.8% |
| 5Y | +293.1% | +105.1% | +188.0% | +125.7% |
| All | +319.2% | +140.2% | +179.0% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling