+3,933.7%
STRL vs ZS
+488.9%
+3,444.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.9% | +3.8% |
| 7D | +10.1% | -9.2% | +19.3% | +11.2% |
| 30D | -8.2% | -4.0% | -4.2% | -7.9% |
| 3M | -43.7% | +25.3% | -69.0% | -45.5% |
| 6M | +27.1% | -1.3% | +28.4% | +24.0% |
| YTD | +64.0% | -28.0% | +92.0% | +66.8% |
| 1Y | +75.2% | -42.5% | +117.7% | +84.4% |
| 3Y | +539.9% | +0.7% | +539.2% | +521.3% |
| 5Y | +2,133.0% | -42.3% | +2,175.3% | +2,108.0% |
| All | +3,933.7% | +488.9% | +3,444.9% | +2,841.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling