-18.3%
ZBH vs STLA
+51.6%
-69.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -6.6% | -3.8% | -2.7% | -5.7% |
| 30D | -4.9% | -3.1% | -1.8% | -4.4% |
| 3M | +5.1% | -19.6% | +24.8% | +9.7% |
| 6M | +1.3% | -23.5% | +24.8% | +6.2% |
| YTD | +3.4% | -51.5% | +54.9% | +18.8% |
| 1Y | -8.7% | -39.7% | +31.0% | -1.7% |
| 3Y | -21.2% | -66.3% | +45.1% | -5.1% |
| 5Y | -29.2% | -63.1% | +33.9% | -19.4% |
| All | -18.3% | +51.6% | -69.9% | -32.5% |
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