-23.0%
Z vs STLA
-35.8%
+12.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.6% | +8.5% |
| 7D | +10.2% | -0.6% | +10.8% | +10.3% |
| 30D | +23.7% | +3.6% | +20.1% | +23.0% |
| 3M | -6.6% | -20.6% | +14.1% | -2.8% |
| 6M | -23.0% | -34.3% | +11.3% | -19.3% |
| All | -23.0% | -35.8% | +12.8% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling