+5,017.8%
STRL vs Z
+6.9%
+5,010.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.9% |
| 7D | -26.9% | -4.6% | -22.4% | -26.7% |
| 30D | -52.7% | +8.3% | -61.0% | -53.8% |
| 3M | -52.8% | -11.6% | -41.2% | -52.6% |
| 6M | -71.5% | -33.6% | -37.8% | -70.0% |
| YTD | -17.4% | -56.7% | +39.2% | -6.5% |
| 1Y | -35.0% | -59.1% | +24.2% | -25.6% |
| 3Y | +239.2% | -20.4% | +259.6% | +233.1% |
| 5Y | +830.2% | -55.3% | +885.4% | +871.8% |
| 10Y | +3,574.7% | -14.2% | +3,588.9% | +3,025.2% |
| All | +5,017.8% | +6.9% | +5,010.9% | +4,049.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling