+239.2%
STRL vs ZM
+42.4%
+196.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | -26.9% | -5.9% | -21.0% | -25.9% |
| 30D | -52.7% | -5.2% | -47.5% | -52.0% |
| 3M | -52.8% | -11.3% | -41.6% | -51.7% |
| 6M | -71.5% | -14.5% | -57.0% | -70.6% |
| YTD | -17.4% | +4.2% | -21.6% | -20.2% |
| 1Y | -35.0% | +9.3% | -44.3% | -38.2% |
| 3Y | +239.2% | +45.4% | +193.8% | +196.2% |
| All | +239.2% | +42.4% | +196.9% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling