-31.6%
ZS vs STLA
-53.0%
+21.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.2% |
| 7D | -12.3% | -0.6% | -11.6% | -12.3% |
| 30D | +11.2% | +3.6% | +7.7% | +11.4% |
| 3M | +37.5% | -20.6% | +58.2% | +38.1% |
| 6M | +57.8% | -34.3% | +92.2% | +55.8% |
| YTD | -0.2% | -57.3% | +57.1% | +3.2% |
| 1Y | -31.6% | -52.6% | +21.0% | -34.4% |
| All | -31.6% | -53.0% | +21.3% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling