-29.5%
ZBH vs STLA
-63.2%
+33.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | -3.2% | -5.2% | +2.0% | -2.5% |
| 3M | +5.8% | -24.9% | +30.7% | +10.8% |
| 6M | +2.0% | -25.2% | +27.1% | +6.2% |
| YTD | +5.8% | -51.4% | +57.2% | +18.7% |
| 1Y | -7.9% | -40.7% | +32.8% | -2.3% |
| 3Y | -19.4% | -66.3% | +46.9% | -5.3% |
| 5Y | -29.5% | -63.2% | +33.7% | -23.5% |
| All | -29.5% | -63.2% | +33.7% | -23.5% |
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 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