+483.2%
ZS vs STLA
-66.2%
+549.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.6% | -13.8% | +11.1% | +0.8% |
| 30D | -12.8% | -10.5% | -2.3% | -11.0% |
| 3M | +2.3% | -28.9% | +31.1% | +9.9% |
| 6M | +26.3% | -49.7% | +76.0% | +46.2% |
| YTD | -14.4% | -64.9% | +50.5% | +7.1% |
| 1Y | -37.6% | -64.0% | +26.4% | -22.7% |
| 3Y | +8.0% | -77.4% | +85.5% | +45.8% |
| 5Y | -44.9% | -74.4% | +29.6% | -31.3% |
| All | +483.2% | -66.2% | +549.5% | +544.0% |
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