+7,282.2%
STRL vs Z
-0.4%
+7,282.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +6.2% |
| 7D | +3.4% | -3.0% | +6.4% | +4.0% |
| 30D | -9.2% | -4.2% | -5.1% | -8.9% |
| 3M | -51.0% | -3.7% | -47.3% | -51.4% |
| 6M | +15.8% | -24.5% | +40.3% | +20.6% |
| YTD | +58.9% | -49.3% | +108.2% | +78.6% |
| 1Y | +68.5% | -58.7% | +127.2% | +97.0% |
| 3Y | +485.2% | -34.1% | +519.4% | +503.5% |
| 5Y | +2,005.1% | -64.5% | +2,069.7% | +2,202.8% |
| All | +7,282.2% | -0.4% | +7,282.7% | +5,543.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling