-25.9%
STRL vs ZS
-31.8%
+6.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.3% | -21.2% | -21.5% |
| 7D | -27.1% | -12.3% | -14.8% | -28.5% |
| 30D | -45.8% | +11.2% | -57.0% | -44.8% |
| 3M | -47.6% | +37.5% | -85.1% | -44.2% |
| 6M | -46.4% | +57.8% | -104.3% | -39.6% |
| YTD | -7.4% | -0.2% | -7.2% | +13.9% |
| 1Y | -25.9% | -31.6% | +5.8% | -2.4% |
| All | -25.9% | -31.8% | +6.0% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling