-49.1%
ZTS vs STLA
-74.0%
+25.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -0.4% | -4.5% | +4.1% | +0.4% |
| 30D | +11.7% | -3.9% | +15.6% | +12.3% |
| 3M | +3.5% | -20.2% | +23.6% | +6.8% |
| 6M | -27.6% | -42.2% | +14.5% | -21.6% |
| YTD | -35.5% | -59.3% | +23.8% | -26.9% |
| 1Y | -32.1% | -56.1% | +24.0% | -24.3% |
| 3Y | -49.1% | -73.7% | +24.6% | -39.2% |
| All | -49.1% | -74.0% | +25.0% | -39.2% |
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