+22.2%
Z vs STLA
-17.2%
+39.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.6% | +8.1% |
| 7D | +10.2% | -0.6% | +10.8% | +10.5% |
| 30D | +23.7% | +3.6% | +20.1% | +21.7% |
| 3M | -6.6% | -20.6% | +14.1% | +0.5% |
| 6M | -23.0% | -34.3% | +11.3% | -12.5% |
| YTD | -50.3% | -57.3% | +7.0% | -36.0% |
| 1Y | -53.6% | -52.6% | -0.9% | -42.7% |
| 3Y | -10.1% | -73.1% | +63.1% | +30.4% |
| 5Y | -49.8% | -68.7% | +19.0% | -33.4% |
| 10Y | -1.6% | +29.2% | -30.8% | -21.1% |
| All | +22.2% | -17.2% | +39.4% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling