+414.5%
ZS vs STLA
-50.9%
+465.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.8% |
| 7D | -7.8% | +2.6% | -10.4% | -8.4% |
| 30D | +5.0% | -1.2% | +6.3% | +5.3% |
| 3M | +25.5% | -24.8% | +50.3% | +34.1% |
| 6M | +8.7% | -25.6% | +34.3% | +14.7% |
| YTD | -24.5% | -48.9% | +24.4% | -12.9% |
| 1Y | -36.7% | -38.8% | +2.1% | -31.3% |
| 3Y | +7.2% | -64.5% | +71.7% | +30.2% |
| 5Y | -40.9% | -62.4% | +21.5% | -32.4% |
| All | +414.5% | -50.9% | +465.4% | +423.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling