+3,667.9%
STRL vs STZ
+13.4%
+3,654.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | +15.7% | +2.6% | +13.1% | +14.8% |
| 30D | -35.5% | +15.2% | -50.7% | -39.1% |
| 3M | -47.1% | +7.6% | -54.8% | -49.3% |
| 6M | -65.8% | +5.3% | -71.0% | -67.2% |
| YTD | -4.5% | +8.6% | -13.2% | -10.8% |
| 1Y | -10.5% | +15.6% | -26.0% | -18.7% |
| 3Y | +340.6% | -35.2% | +375.8% | +394.8% |
| 5Y | +911.0% | -29.1% | +940.1% | +962.7% |
| All | +3,667.9% | +13.4% | +3,654.5% | +3,188.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling