+90.3%
ZETA vs STZ
+14.7%
+75.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +3.1% |
| 7D | -5.0% | +13.0% | -18.0% | -3.8% |
| 30D | -3.3% | +29.4% | -32.8% | -1.1% |
| 3M | +31.0% | +11.6% | +19.4% | +32.4% |
| 6M | +72.2% | -0.2% | +72.4% | +72.5% |
| YTD | +56.2% | +8.6% | +47.6% | +42.5% |
| 1Y | +90.3% | +15.9% | +74.4% | +66.0% |
| All | +90.3% | +14.7% | +75.6% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling