+68.5%
STRL vs STZ
-10.2%
+78.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.7% |
| 7D | +3.4% | -1.9% | +5.3% | +3.2% |
| 30D | -9.2% | -1.9% | -7.4% | -9.4% |
| 3M | -51.0% | -6.2% | -44.8% | -51.1% |
| 6M | +15.8% | -14.0% | +29.8% | +16.2% |
| YTD | +58.9% | -5.1% | +64.0% | +58.7% |
| 1Y | +68.5% | -9.6% | +78.1% | +67.7% |
| All | +68.5% | -10.2% | +78.7% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling