+21,521.8%
STRL vs STZ
+9,621.1%
+11,900.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.9% |
| 7D | +3.4% | -1.9% | +5.3% | +3.8% |
| 30D | -9.2% | -1.9% | -7.4% | -9.0% |
| 3M | -51.0% | -6.2% | -44.8% | -50.7% |
| 6M | +15.8% | -14.0% | +29.8% | +18.7% |
| YTD | +58.9% | -5.1% | +64.0% | +58.7% |
| 1Y | +68.5% | -9.6% | +78.1% | +69.8% |
| 3Y | +485.2% | -47.2% | +532.5% | +551.1% |
| 5Y | +2,005.1% | -33.6% | +2,038.7% | +2,120.4% |
| 10Y | +7,118.0% | -9.8% | +7,127.7% | +7,025.3% |
| All | +21,521.8% | +9,621.1% | +11,900.7% | +14,351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling