+200.2%
ZTS vs STLA
+107.8%
+92.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -1.0% | -6.4% | +5.3% | +0.3% |
| 30D | +10.8% | -1.3% | +12.1% | +10.9% |
| 3M | +14.1% | -19.9% | +34.0% | +18.5% |
| 6M | +0.8% | -42.9% | +43.6% | +11.3% |
| YTD | -33.1% | -59.4% | +26.3% | -21.9% |
| 1Y | -30.0% | -56.8% | +26.8% | -19.4% |
| 3Y | -49.5% | -73.1% | +23.5% | -38.3% |
| 5Y | -60.2% | -70.1% | +9.8% | -53.5% |
| 10Y | +77.0% | +19.8% | +57.3% | +59.5% |
| All | +200.2% | +107.8% | +92.4% | +184.1% |
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