+346.8%
STRL vs ZS
+13.9%
+333.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.7% | +14.3% | +14.9% |
| 7D | -13.3% | -11.1% | -2.3% | -11.9% |
| 30D | -43.3% | -14.8% | -28.5% | -42.1% |
| 3M | -46.9% | +18.0% | -64.9% | -48.0% |
| 6M | -65.6% | +30.8% | -96.4% | -68.0% |
| YTD | -5.1% | -11.5% | +6.4% | +0.7% |
| 1Y | -23.1% | -37.8% | +14.7% | -4.6% |
| 3Y | +346.8% | +16.6% | +330.2% | +347.8% |
| All | +346.8% | +13.9% | +333.0% | +347.8% |
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