+983.7%
STZ vs STLA
+190.5%
+793.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | 0.0% |
| 7D | +11.8% | -5.5% | +17.3% | +12.6% |
| 30D | +26.0% | -3.7% | +29.7% | +26.4% |
| 3M | +11.5% | -21.1% | +32.7% | +14.7% |
| 6M | -2.0% | -38.3% | +36.4% | +3.9% |
| YTD | +7.9% | -59.2% | +67.1% | +19.9% |
| 1Y | +13.9% | -56.7% | +70.6% | +25.4% |
| 3Y | -35.8% | -74.3% | +38.5% | -25.8% |
| 5Y | -28.4% | -70.2% | +41.8% | -20.2% |
| 10Y | +7.1% | +23.4% | -16.3% | +0.3% |
| All | +983.7% | +190.5% | +793.1% | +932.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling