+3,786.6%
STRL vs ZBH
+19.2%
+3,767.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | +23.4% | -2.1% | +25.6% | +24.2% |
| 30D | -39.5% | +13.6% | -53.1% | -42.2% |
| 3M | -45.1% | +7.1% | -52.2% | -46.9% |
| 6M | -64.6% | +26.1% | -90.7% | -68.0% |
| YTD | -1.5% | +17.2% | -18.7% | -9.1% |
| 1Y | -20.8% | +17.4% | -38.2% | -27.0% |
| 3Y | +353.1% | +2.0% | +351.1% | +318.7% |
| 5Y | +942.9% | -15.0% | +957.8% | +929.3% |
| All | +3,786.6% | +19.2% | +3,767.4% | +3,079.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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