+3,667.9%
STRL vs ZBRA
+382.3%
+3,285.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.8% |
| 7D | +15.7% | +0.6% | +15.0% | +15.4% |
| 30D | -35.5% | -14.0% | -21.4% | -31.7% |
| 3M | -47.1% | -14.7% | -32.5% | -43.8% |
| 6M | -65.8% | +31.3% | -97.1% | -70.7% |
| YTD | -4.5% | +33.4% | -38.0% | -20.1% |
| 1Y | -10.5% | +34.1% | -44.6% | -25.2% |
| 3Y | +340.6% | +59.9% | +280.7% | +242.7% |
| 5Y | +911.0% | -45.3% | +956.3% | +1,071.0% |
| All | +3,667.9% | +382.3% | +3,285.6% | +1,805.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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