+58.8%
ZTS vs STLA
+46.8%
+12.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.1% |
| 7D | -3.8% | +0.4% | -4.1% | -3.9% |
| 30D | -2.0% | -5.2% | +3.2% | -1.0% |
| 3M | -10.2% | -24.9% | +14.7% | -4.8% |
| 6M | -39.4% | -25.2% | -14.2% | -35.9% |
| YTD | -40.8% | -51.4% | +10.6% | -31.8% |
| 1Y | -50.1% | -40.7% | -9.4% | -45.6% |
| 3Y | -58.9% | -66.3% | +7.4% | -50.6% |
| 5Y | -62.4% | -63.2% | +0.9% | -57.0% |
| 10Y | +58.8% | +48.7% | +10.1% | +43.9% |
| All | +58.8% | +46.8% | +12.1% | +43.9% |
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