-24.4%
STRL vs Z
-58.2%
+33.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.8% | +11.2% | +15.8% |
| 7D | -13.3% | -5.2% | -8.2% | -13.5% |
| 30D | -43.3% | +5.7% | -49.1% | -41.9% |
| 3M | -46.9% | -8.7% | -38.1% | -46.8% |
| 6M | -65.6% | -26.0% | -39.6% | -64.4% |
| YTD | -5.1% | -55.0% | +50.0% | +0.4% |
| All | -24.4% | -58.2% | +33.9% | -19.2% |
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