+853.3%
STZ vs STLA
+263.8%
+589.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.9% | +2.6% | -4.5% | -2.3% |
| 30D | -1.9% | -1.2% | -0.6% | -1.8% |
| 3M | -6.2% | -24.8% | +18.5% | -2.9% |
| 6M | -14.0% | -25.6% | +11.6% | -11.1% |
| YTD | -5.1% | -48.9% | +43.8% | +2.6% |
| 1Y | -9.6% | -38.8% | +29.2% | -5.1% |
| 3Y | -47.2% | -64.5% | +17.3% | -41.4% |
| 5Y | -33.6% | -62.4% | +28.9% | -28.1% |
| 10Y | -9.8% | +55.4% | -65.2% | -17.9% |
| All | +853.3% | +263.8% | +589.5% | +783.4% |
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