+3,988.2%
STRL vs Z
-11.7%
+3,999.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.8% | +11.2% | +14.3% |
| 7D | -13.3% | -5.2% | -8.2% | -12.8% |
| 30D | -43.3% | +5.7% | -49.1% | -44.5% |
| 3M | -46.9% | -8.7% | -38.1% | -46.8% |
| 6M | -65.6% | -26.0% | -39.6% | -64.5% |
| YTD | -5.1% | -55.0% | +50.0% | +7.9% |
| 1Y | -23.1% | -58.0% | +34.9% | -11.4% |
| 3Y | +346.8% | -15.2% | +362.0% | +332.5% |
| 5Y | +907.2% | -53.8% | +961.0% | +949.4% |
| 10Y | +3,988.2% | -14.5% | +4,002.7% | +3,015.4% |
| All | +3,988.2% | -11.7% | +3,999.9% | +3,015.4% |
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