+63.4%
ZM vs STLA
-37.3%
+100.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.1% |
| 7D | +2.9% | +2.6% | +0.4% | +2.6% |
| 30D | +0.7% | -1.2% | +1.9% | +0.8% |
| 3M | -3.7% | -24.8% | +21.1% | -0.1% |
| 6M | +29.9% | -25.6% | +55.4% | +34.3% |
| YTD | +17.4% | -48.9% | +66.4% | +27.3% |
| 1Y | +22.4% | -38.8% | +61.2% | +28.1% |
| 3Y | +41.3% | -64.5% | +105.8% | +57.4% |
| 5Y | -66.0% | -62.4% | -3.6% | -64.6% |
| All | +63.4% | -37.3% | +100.7% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling