+341.8%
ZETA vs STZ
-36.5%
+378.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.1% |
| 7D | -2.4% | -7.4% | +4.9% | -0.2% |
| 30D | +15.6% | -10.9% | +26.5% | +19.4% |
| 3M | +41.5% | -13.4% | +54.9% | +47.0% |
| 6M | +63.4% | -16.2% | +79.6% | +70.0% |
| YTD | +51.3% | -10.4% | +61.8% | +50.4% |
| 1Y | +65.8% | -14.8% | +80.6% | +68.2% |
| 3Y | +279.2% | -50.1% | +329.3% | +371.6% |
| 5Y | +341.8% | -38.8% | +380.5% | +384.6% |
| All | +341.8% | -36.5% | +378.3% | +384.6% |
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