-20.3%
STRL vs ZBH
+21.9%
-42.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +5.0% |
| 7D | +7.1% | -2.4% | +9.6% | +5.4% |
| 30D | -39.4% | +16.6% | -56.0% | -33.7% |
| 3M | -43.0% | +10.8% | -53.8% | -38.3% |
| 6M | -65.0% | +35.8% | -100.8% | -63.1% |
| YTD | -0.8% | +20.5% | -21.3% | +10.9% |
| 1Y | -20.3% | +22.7% | -43.0% | -12.0% |
| All | -20.3% | +21.9% | -42.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling