-68.3%
ZM vs STLA
-63.7%
-4.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -2.7% | -3.8% | +1.1% | -1.7% |
| 30D | -10.0% | -3.1% | -6.9% | -9.3% |
| 3M | +1.6% | -19.6% | +21.2% | +6.9% |
| 6M | +25.0% | -23.5% | +48.5% | +31.8% |
| YTD | +10.6% | -51.5% | +62.1% | +30.2% |
| 1Y | +14.0% | -39.7% | +53.6% | +23.1% |
| 3Y | +32.5% | -66.3% | +98.8% | +65.0% |
| 5Y | -68.3% | -63.1% | -5.2% | -66.6% |
| All | -68.3% | -63.7% | -4.6% | -66.6% |
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