+264.7%
ZETA vs STT
+136.3%
+128.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.3% | +2.2% |
| 7D | +6.2% | +0.9% | +5.3% | +5.7% |
| 30D | -2.0% | -2.3% | +0.3% | -0.1% |
| 3M | +21.7% | -7.0% | +28.7% | +27.9% |
| 6M | +89.1% | +15.5% | +73.7% | +69.1% |
| YTD | +59.3% | +35.6% | +23.7% | +26.9% |
| 1Y | +66.2% | +47.9% | +18.3% | +24.8% |
| 3Y | +297.3% | +181.1% | +116.2% | +99.5% |
| 5Y | +227.5% | +108.2% | +119.3% | +86.4% |
| All | +264.7% | +136.3% | +128.4% | +92.0% |
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