+58.2%
ZM vs STLA
-53.6%
+111.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.5% | +11.4% | +8.4% |
| 7D | +6.8% | -11.6% | +18.4% | +8.6% |
| 30D | +0.1% | -6.2% | +6.3% | +0.8% |
| 3M | -7.5% | -24.6% | +17.1% | -4.1% |
| 6M | -8.4% | -44.9% | +36.5% | -1.2% |
| YTD | +13.7% | -62.3% | +75.9% | +28.2% |
| 1Y | +15.9% | -61.8% | +77.8% | +30.3% |
| 3Y | +58.0% | -75.3% | +133.4% | +84.9% |
| 5Y | -60.4% | -72.5% | +12.1% | -57.1% |
| All | +58.2% | -53.6% | +111.8% | +149.3% |
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