+539.9%
STRL vs ZBRA
+34.1%
+505.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +4.3% |
| 7D | +10.1% | +2.6% | +7.5% | +9.0% |
| 30D | -8.2% | -6.4% | -1.8% | -5.9% |
| 3M | -43.7% | +51.3% | -95.0% | -55.2% |
| 6M | +27.1% | +60.5% | -33.4% | -2.5% |
| YTD | +64.0% | +45.2% | +18.8% | +30.2% |
| 1Y | +75.2% | +12.3% | +62.8% | +59.5% |
| 3Y | +539.9% | +37.5% | +502.4% | +481.7% |
| All | +539.9% | +34.1% | +505.8% | +481.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling