-64.8%
Z vs STLA
-62.4%
-2.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | -3.0% | +2.6% | -5.6% | -3.8% |
| 30D | -4.2% | -1.2% | -2.9% | -3.9% |
| 3M | -3.7% | -24.8% | +21.1% | +5.2% |
| 6M | -24.5% | -25.6% | +1.1% | -17.9% |
| YTD | -49.3% | -48.9% | -0.4% | -38.3% |
| 1Y | -58.7% | -38.8% | -19.9% | -54.1% |
| 3Y | -34.1% | -64.5% | +30.4% | -13.0% |
| All | -64.8% | -62.4% | -2.5% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling