+1.1%
STZ vs STLA
+18.3%
-17.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +4.9% | -4.5% | +9.4% | +5.8% |
| 30D | +20.9% | -3.9% | +24.8% | +21.4% |
| 3M | +8.0% | -20.2% | +28.2% | +12.0% |
| 6M | -5.3% | -42.2% | +36.9% | +3.9% |
| YTD | +5.9% | -59.3% | +65.2% | +23.0% |
| 1Y | +14.2% | -56.1% | +70.3% | +30.2% |
| 3Y | -37.0% | -73.7% | +36.7% | -22.7% |
| 5Y | -29.7% | -70.3% | +40.6% | -18.3% |
| All | +1.1% | +18.3% | -17.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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