+68.5%
STRL vs Z
-58.8%
+127.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +5.4% |
| 7D | +3.4% | -3.0% | +6.4% | +2.9% |
| 30D | -9.2% | -4.2% | -5.1% | -9.5% |
| 3M | -51.0% | -3.7% | -47.3% | -49.7% |
| 6M | +15.8% | -24.5% | +40.3% | +19.9% |
| YTD | +58.9% | -49.3% | +108.2% | +64.8% |
| 1Y | +68.5% | -58.7% | +127.2% | +74.6% |
| All | +68.5% | -58.8% | +127.3% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling