-29.4%
STZ vs STLA
-70.1%
+40.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +4.9% | -4.5% | +9.4% | +5.6% |
| 30D | +20.9% | -3.9% | +24.8% | +21.3% |
| 3M | +8.0% | -20.2% | +28.2% | +11.1% |
| 6M | -5.3% | -42.2% | +36.9% | +1.7% |
| YTD | +5.9% | -59.3% | +65.2% | +18.9% |
| 1Y | +14.2% | -56.1% | +70.3% | +26.4% |
| 3Y | -37.0% | -73.7% | +36.7% | -26.6% |
| All | -29.4% | -70.1% | +40.6% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling