+87.8%
ZTS vs STLA
-4.1%
+91.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.3% |
| 7D | +5.6% | -13.8% | +19.3% | +9.1% |
| 30D | +12.1% | -10.5% | +22.6% | +14.6% |
| 3M | +11.3% | -28.9% | +40.1% | +19.4% |
| 6M | +14.3% | -49.7% | +64.0% | +32.1% |
| YTD | -31.9% | -64.9% | +33.0% | -15.6% |
| 1Y | -29.3% | -64.0% | +34.8% | -13.1% |
| 3Y | -48.0% | -77.4% | +29.4% | -31.4% |
| 5Y | -58.9% | -74.4% | +15.5% | -49.0% |
| All | +87.8% | -4.1% | +91.9% | +68.3% |
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