-19.7%
ZBH vs STLA
-65.4%
+45.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -3.6% |
| 7D | -5.2% | +0.7% | -6.0% | -5.3% |
| 30D | -2.4% | -2.4% | -0.1% | -2.2% |
| 3M | +8.3% | -23.9% | +32.1% | +11.3% |
| 6M | +0.7% | -24.6% | +25.3% | +3.2% |
| YTD | +5.3% | -50.5% | +55.9% | +13.4% |
| 1Y | -9.1% | -39.8% | +30.8% | -5.9% |
| 3Y | -19.7% | -65.6% | +45.9% | -13.7% |
| All | -19.7% | -65.4% | +45.7% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling