+2,026.5%
STRL vs ZM
+53.5%
+1,972.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.2% |
| 7D | +15.7% | +11.0% | +4.6% | +14.8% |
| 30D | -35.5% | +5.6% | -41.1% | -35.7% |
| 3M | -47.1% | -9.1% | -38.0% | -46.9% |
| 6M | -65.8% | -2.6% | -63.2% | -65.8% |
| YTD | -4.5% | +15.7% | -20.2% | -5.8% |
| 1Y | -10.5% | +18.8% | -29.2% | -11.9% |
| 3Y | +340.6% | +62.2% | +278.4% | +325.5% |
| 5Y | +911.0% | -60.9% | +971.9% | +859.7% |
| All | +2,026.5% | +53.5% | +1,972.9% | +1,802.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling