+515.0%
STRL vs ZS
+8.5%
+506.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.5% | +10.3% | +6.4% |
| 7D | +3.4% | -7.8% | +11.2% | +4.5% |
| 30D | -9.2% | +5.0% | -14.3% | -10.0% |
| 3M | -51.0% | +25.5% | -76.6% | -53.0% |
| 6M | +15.8% | +8.7% | +7.1% | +9.7% |
| YTD | +58.9% | -24.5% | +83.4% | +71.0% |
| 1Y | +68.5% | -36.7% | +105.2% | +94.9% |
| All | +515.0% | +8.5% | +506.5% | +496.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling