-52.6%
STLA vs ZYBT
-42.3%
-10.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.8% |
| 7D | -0.6% | -3.5% | +2.9% | -0.6% |
| 30D | +3.6% | +15.1% | -11.6% | +3.6% |
| 3M | -20.6% | +7.0% | -27.7% | -20.6% |
| 6M | -34.3% | +37.7% | -72.0% | -34.2% |
| YTD | -57.3% | +19.1% | -76.4% | -53.7% |
| 1Y | -52.6% | -38.3% | -14.4% | -41.7% |
| All | -52.6% | -42.3% | -10.3% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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