+348.6%
ZETA vs STT
+182.6%
+166.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.5% |
| 7D | +18.1% | +4.8% | +13.3% | +13.4% |
| 30D | +13.6% | +3.9% | +9.6% | +10.1% |
| 3M | +23.7% | -8.2% | +31.9% | +33.2% |
| 6M | +128.5% | +15.6% | +112.9% | +96.0% |
| YTD | +80.1% | +37.6% | +42.5% | +29.9% |
| 1Y | +98.0% | +50.1% | +47.9% | +31.2% |
| 3Y | +348.6% | +183.1% | +165.5% | +90.4% |
| All | +348.6% | +182.6% | +166.0% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling