-62.8%
ZTS vs STLA
-62.5%
-0.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.3% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | +1.2% | -2.4% | +3.6% | +1.6% |
| 3M | -6.0% | -23.9% | +17.8% | -1.0% |
| 6M | -38.7% | -24.6% | -14.1% | -35.5% |
| YTD | -40.6% | -50.5% | +9.9% | -32.5% |
| 1Y | -50.6% | -39.8% | -10.8% | -46.7% |
| 3Y | -58.7% | -65.6% | +6.9% | -51.4% |
| 5Y | -62.8% | -62.1% | -0.7% | -60.7% |
| All | -62.8% | -62.5% | -0.3% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling