+414.4%
ZBRA vs STLA
+51.6%
+362.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.8% | -3.8% | +0.1% | -2.3% |
| 30D | -10.2% | -3.1% | -7.1% | -9.4% |
| 3M | +58.7% | -19.6% | +78.3% | +71.7% |
| 6M | +61.9% | -23.5% | +85.4% | +77.2% |
| YTD | +41.7% | -51.5% | +93.2% | +81.7% |
| 1Y | +12.4% | -39.7% | +52.0% | +30.1% |
| 3Y | +34.2% | -66.3% | +100.5% | +88.3% |
| 5Y | -40.8% | -63.1% | +22.4% | -21.9% |
| All | +414.4% | +51.6% | +362.7% | +278.8% |
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