+319.2%
ZETA vs STZ
-32.3%
+351.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +26.5% | 0.0% | +26.4% | +26.4% |
| 30D | +10.3% | +14.7% | -4.4% | +5.7% |
| 3M | +30.5% | +8.8% | +21.7% | +26.9% |
| 6M | +129.4% | +3.1% | +126.3% | +125.5% |
| YTD | +83.1% | +7.9% | +75.3% | +72.0% |
| 1Y | +82.1% | +14.2% | +67.9% | +66.8% |
| 3Y | +352.3% | -35.2% | +387.5% | +409.2% |
| 5Y | +293.1% | -29.6% | +322.7% | +315.6% |
| All | +319.2% | -32.3% | +351.5% | +345.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling