-58.5%
Z vs STLA
-55.9%
-2.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.5% | -6.1% | -9.9% |
| 7D | -2.3% | -5.5% | +3.3% | -1.4% |
| 30D | +9.4% | -3.7% | +13.0% | +10.1% |
| 3M | -16.1% | -21.1% | +5.0% | -14.0% |
| 6M | -30.4% | -38.3% | +7.9% | -28.0% |
| YTD | -55.6% | -59.2% | +3.6% | -52.4% |
| 1Y | -58.5% | -56.7% | -1.8% | -57.8% |
| All | -58.5% | -55.9% | -2.7% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling