-25.9%
STRL vs STZ
+14.7%
-40.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.3% | -26.8% | -19.4% |
| 7D | -27.1% | +13.0% | -40.0% | -23.7% |
| 30D | -45.8% | +29.4% | -75.2% | -42.1% |
| 3M | -47.6% | +11.6% | -59.2% | -45.0% |
| 6M | -46.4% | -0.2% | -46.2% | -43.0% |
| YTD | -7.4% | +8.6% | -15.9% | -5.2% |
| 1Y | -25.9% | +15.9% | -41.8% | -24.3% |
| All | -25.9% | +14.7% | -40.6% | -24.3% |
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