+239.2%
STRL vs STZ
-37.2%
+276.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.2% |
| 7D | -26.9% | +4.9% | -31.8% | -26.2% |
| 30D | -52.7% | +20.9% | -73.5% | -51.7% |
| 3M | -52.8% | +8.0% | -60.8% | -52.1% |
| 6M | -71.5% | -5.3% | -66.2% | -70.8% |
| YTD | -17.4% | +5.9% | -23.4% | -16.0% |
| 1Y | -35.0% | +14.2% | -49.2% | -33.9% |
| 3Y | +239.2% | -37.0% | +276.2% | +241.0% |
| All | +239.2% | -37.2% | +276.4% | +241.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling