+11.4%
ZS vs STLA
-74.3%
+85.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.6% |
| 7D | -13.4% | -4.9% | -8.5% | -12.8% |
| 30D | -16.6% | -4.9% | -11.7% | -16.2% |
| 3M | +10.3% | -23.7% | +34.0% | +14.2% |
| 6M | +28.1% | -45.0% | +73.1% | +38.1% |
| YTD | -13.3% | -60.9% | +47.5% | -1.2% |
| 1Y | -40.7% | -58.9% | +18.1% | -33.3% |
| 3Y | +11.4% | -74.4% | +85.8% | +24.0% |
| All | +11.4% | -74.3% | +85.6% | +24.0% |
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 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