+3,877.1%
STRL vs STZ
+12.8%
+3,864.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.2% |
| 7D | +7.1% | -0.9% | +8.1% | +7.5% |
| 30D | -39.4% | +14.9% | -54.3% | -42.8% |
| 3M | -43.0% | +8.4% | -51.4% | -45.4% |
| 6M | -65.0% | +2.8% | -67.8% | -66.2% |
| YTD | -0.8% | +7.5% | -8.3% | -7.0% |
| 1Y | -20.3% | +12.5% | -32.8% | -26.8% |
| 3Y | +356.5% | -35.4% | +391.9% | +412.5% |
| 5Y | +952.8% | -29.3% | +982.1% | +1,005.9% |
| 10Y | +3,877.1% | +11.8% | +3,865.3% | +3,458.9% |
| All | +3,877.1% | +12.8% | +3,864.3% | +3,458.9% |
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