+2,022.6%
STRL vs ZM
-66.0%
+2,088.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +5.2% |
| 7D | +3.4% | +2.9% | +0.4% | +2.9% |
| 30D | -9.2% | +0.7% | -9.9% | -9.5% |
| 3M | -51.0% | -3.7% | -47.4% | -50.8% |
| 6M | +15.8% | +29.9% | -14.1% | +8.5% |
| YTD | +58.9% | +17.4% | +41.4% | +51.2% |
| 1Y | +68.5% | +22.4% | +46.1% | +58.6% |
| 3Y | +485.2% | +41.3% | +443.9% | +425.2% |
| All | +2,022.6% | -66.0% | +2,088.6% | +1,985.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling