-9.7%
STZ vs STLA
+54.0%
-63.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.9% | +2.6% | -4.5% | -2.4% |
| 30D | -1.9% | -1.2% | -0.6% | -1.8% |
| 3M | -6.2% | -24.8% | +18.5% | -1.5% |
| 6M | -14.0% | -25.6% | +11.6% | -9.9% |
| YTD | -5.1% | -48.9% | +43.8% | +6.1% |
| 1Y | -9.6% | -38.8% | +29.2% | -3.4% |
| 3Y | -47.2% | -64.5% | +17.3% | -38.8% |
| 5Y | -33.6% | -62.4% | +28.9% | -25.9% |
| All | -9.7% | +54.0% | -63.7% | -29.8% |
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