-16.1%
Z vs STLA
+18.3%
-34.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.6% | -4.5% | 0.0% | -2.7% |
| 30D | +8.3% | -3.9% | +12.2% | +9.6% |
| 3M | -11.6% | -20.2% | +8.6% | -4.7% |
| 6M | -33.6% | -42.2% | +8.5% | -20.4% |
| YTD | -56.7% | -59.3% | +2.6% | -42.5% |
| 1Y | -59.1% | -56.1% | -3.1% | -47.6% |
| 3Y | -20.4% | -73.7% | +53.3% | +18.6% |
| 5Y | -55.3% | -70.3% | +15.0% | -39.0% |
| All | -16.1% | +18.3% | -34.4% | -23.8% |
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