+403.3%
ZS vs STLA
-53.2%
+456.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.4% | +3.0% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | -6.0% | -5.2% | -0.8% | -4.8% |
| 3M | +32.0% | -24.9% | +56.9% | +41.1% |
| 6M | +2.1% | -25.2% | +27.3% | +7.5% |
| YTD | -26.2% | -51.4% | +25.3% | -13.8% |
| 1Y | -41.2% | -40.7% | -0.5% | -35.6% |
| 3Y | +3.3% | -66.3% | +69.6% | +27.0% |
| 5Y | -40.7% | -63.2% | +22.5% | -31.7% |
| All | +403.3% | -53.2% | +456.6% | +418.8% |
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