-0.9%
Z vs STLA
+54.0%
-54.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.6% |
| 7D | -3.0% | +2.6% | -5.6% | -3.9% |
| 30D | -4.2% | -1.2% | -2.9% | -3.9% |
| 3M | -3.7% | -24.8% | +21.1% | +5.8% |
| 6M | -24.5% | -25.6% | +1.1% | -17.5% |
| YTD | -49.3% | -48.9% | -0.4% | -37.9% |
| 1Y | -58.7% | -38.8% | -19.9% | -53.5% |
| 3Y | -34.1% | -64.5% | +30.4% | -12.6% |
| 5Y | -64.5% | -62.4% | -2.1% | -55.7% |
| All | -0.9% | +54.0% | -54.9% | -15.5% |
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