+7,282.2%
STRL vs STZ
-9.3%
+7,291.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.0% |
| 7D | +3.4% | -1.9% | +5.3% | +4.1% |
| 30D | -9.2% | -1.9% | -7.4% | -8.9% |
| 3M | -51.0% | -6.2% | -44.8% | -50.4% |
| 6M | +15.8% | -14.0% | +29.8% | +20.9% |
| YTD | +58.9% | -5.1% | +64.0% | +57.8% |
| 1Y | +68.5% | -9.6% | +78.1% | +69.9% |
| 3Y | +485.2% | -47.2% | +532.5% | +620.3% |
| 5Y | +2,005.1% | -33.6% | +2,038.7% | +2,161.5% |
| All | +7,282.2% | -9.3% | +7,291.6% | +7,179.7% |
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 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