+252.6%
ZETA vs STT
+167.2%
+85.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.2% |
| 7D | +2.7% | +0.5% | +2.2% | +2.3% |
| 30D | +15.8% | +3.9% | +12.0% | +12.5% |
| 3M | +35.4% | +20.0% | +15.5% | +17.9% |
| 6M | +67.1% | +55.3% | +11.8% | +20.0% |
| YTD | +54.1% | +53.3% | +0.7% | +12.4% |
| 1Y | +67.8% | +74.7% | -6.9% | +12.3% |
| 3Y | +311.4% | +205.8% | +105.6% | +93.4% |
| 5Y | +324.8% | +145.0% | +179.8% | +110.3% |
| All | +252.6% | +167.2% | +85.4% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling