-14.0%
Z vs STLA
+18.6%
-32.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.5% | -6.1% | -9.0% |
| 7D | -2.3% | -5.5% | +3.3% | 0.0% |
| 30D | +9.4% | -3.7% | +13.0% | +10.5% |
| 3M | -16.1% | -21.1% | +5.0% | -9.1% |
| 6M | -30.4% | -38.3% | +7.9% | -18.5% |
| YTD | -55.6% | -59.2% | +3.6% | -41.1% |
| 1Y | -58.5% | -56.7% | -1.8% | -46.5% |
| 3Y | -19.6% | -74.3% | +54.7% | +21.0% |
| 5Y | -54.1% | -70.2% | +16.1% | -37.5% |
| All | -14.0% | +18.6% | -32.6% | -21.9% |
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