+252.6%
ZETA vs STZ
-40.4%
+293.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +2.7% | -1.9% | +4.6% | +3.3% |
| 30D | +15.8% | -1.9% | +17.7% | +16.3% |
| 3M | +35.4% | -6.2% | +41.7% | +37.3% |
| 6M | +67.1% | -14.0% | +81.1% | +73.0% |
| YTD | +54.1% | -5.1% | +59.2% | +50.6% |
| 1Y | +67.8% | -9.6% | +77.4% | +67.4% |
| 3Y | +311.4% | -47.2% | +358.7% | +403.0% |
| 5Y | +324.8% | -33.6% | +358.4% | +352.6% |
| All | +252.6% | -40.4% | +293.1% | +290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling