+202.4%
ZETA vs STZ
-29.7%
+232.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +5.8% |
| 7D | -0.4% | +4.9% | -5.4% | -1.8% |
| 30D | -8.0% | +20.9% | -28.9% | -13.2% |
| 3M | +21.4% | +8.0% | +13.4% | +18.3% |
| 6M | +80.1% | -5.3% | +85.4% | +82.0% |
| YTD | +52.5% | +5.9% | +46.6% | +43.9% |
| 1Y | +58.5% | +14.2% | +44.3% | +44.7% |
| 3Y | +281.7% | -37.0% | +318.6% | +333.6% |
| All | +202.4% | -29.7% | +232.1% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling