+0.7%
ZS vs STLA
-65.4%
+66.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.6% | -4.1% |
| 7D | -9.2% | +0.7% | -10.0% | -9.3% |
| 30D | -4.0% | -2.4% | -1.6% | -3.7% |
| 3M | +25.3% | -23.9% | +49.2% | +30.3% |
| 6M | -1.3% | -24.6% | +23.3% | +1.5% |
| YTD | -28.0% | -50.5% | +22.5% | -20.0% |
| 1Y | -42.5% | -39.8% | -2.6% | -39.3% |
| 3Y | +0.7% | -65.6% | +66.3% | +6.6% |
| All | +0.7% | -65.4% | +66.1% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling