+202.4%
ZETA vs STT
+100.0%
+102.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.1% |
| 7D | -0.4% | -2.5% | +2.0% | +1.5% |
| 30D | -8.0% | -5.0% | -3.1% | -4.4% |
| 3M | +21.4% | -10.5% | +31.9% | +31.2% |
| 6M | +80.1% | +10.0% | +70.1% | +66.4% |
| YTD | +52.5% | +30.7% | +21.8% | +24.3% |
| 1Y | +58.5% | +43.8% | +14.7% | +20.9% |
| 3Y | +281.7% | +168.1% | +113.6% | +96.8% |
| All | +202.4% | +100.0% | +102.4% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling