+1,738.7%
STRL vs ZM
+38.3%
+1,700.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.4% |
| 7D | -26.9% | -5.9% | -21.0% | -26.6% |
| 30D | -52.7% | -5.2% | -47.5% | -52.5% |
| 3M | -52.8% | -11.3% | -41.6% | -52.5% |
| 6M | -71.5% | -14.5% | -57.0% | -71.2% |
| YTD | -17.4% | +4.2% | -21.6% | -18.0% |
| 1Y | -35.0% | +9.3% | -44.3% | -35.6% |
| 3Y | +239.2% | +45.4% | +193.8% | +229.9% |
| 5Y | +830.2% | -66.0% | +896.2% | +788.0% |
| All | +1,738.7% | +38.3% | +1,700.4% | +1,556.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling