+3,501.1%
STRL vs ZM
+48.0%
+3,453.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +8.2% | +0.3% | +7.9% | +8.2% |
| 30D | -6.3% | -10.3% | +4.0% | -5.8% |
| 3M | -41.2% | -0.7% | -40.5% | -41.3% |
| 6M | +20.4% | +24.8% | -4.4% | +18.2% |
| YTD | +61.7% | +11.5% | +50.2% | +59.8% |
| 1Y | +72.7% | +12.3% | +60.4% | +70.4% |
| 3Y | +530.9% | +33.5% | +497.5% | +513.2% |
| 5Y | +2,125.4% | -67.5% | +2,192.9% | +2,005.5% |
| All | +3,501.1% | +48.0% | +3,453.1% | +3,127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ZM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling