+357.9%
STRL vs Z
-19.0%
+376.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.7% |
| 7D | +7.1% | -13.1% | +20.2% | +9.0% |
| 30D | -39.4% | +5.9% | -45.2% | -40.3% |
| 3M | -43.0% | -13.7% | -29.3% | -42.4% |
| 6M | -65.0% | -27.1% | -37.9% | -63.4% |
| YTD | -0.8% | -56.8% | +56.0% | +18.3% |
| 1Y | -20.3% | -60.2% | +39.9% | -2.7% |
| All | +357.9% | -19.0% | +376.9% | +363.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling