+3,552.4%
STRL vs ZM
+48.4%
+3,504.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.8% | +8.1% | +3.5% |
| 7D | +10.1% | +1.6% | +8.5% | +10.0% |
| 30D | -8.2% | -7.7% | -0.5% | -7.8% |
| 3M | -43.7% | -4.7% | -39.0% | -43.6% |
| 6M | +27.1% | +24.4% | +2.7% | +24.9% |
| YTD | +64.0% | +11.8% | +52.2% | +62.0% |
| 1Y | +75.2% | +13.4% | +61.8% | +72.8% |
| 3Y | +539.9% | +33.8% | +506.1% | +521.9% |
| 5Y | +2,133.0% | -67.2% | +2,200.1% | +2,012.9% |
| All | +3,552.4% | +48.4% | +3,504.0% | +3,173.0% |
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