+2,014.0%
STRL vs ZM
+41.1%
+1,972.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.0% | +12.9% | +14.8% |
| 7D | -13.3% | -0.3% | -13.1% | -13.3% |
| 30D | -43.3% | -6.2% | -37.2% | -43.1% |
| 3M | -46.9% | -12.2% | -34.6% | -46.4% |
| 6M | -65.6% | -16.0% | -49.6% | -65.3% |
| YTD | -5.1% | +6.3% | -11.4% | -5.8% |
| 1Y | -23.1% | +12.3% | -35.3% | -24.0% |
| 3Y | +346.8% | +51.2% | +295.6% | +333.8% |
| 5Y | +907.2% | -64.5% | +971.7% | +861.1% |
| All | +2,014.0% | +41.1% | +1,972.9% | +1,802.2% |
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 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