+189.3%
STRL vs ZYBT
-57.8%
+247.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | +5.4% | -2.5% | +7.9% | +5.4% |
| 30D | -9.0% | -1.2% | -7.7% | -9.0% |
| 3M | -37.1% | +76.7% | -113.7% | -38.1% |
| 6M | +17.8% | +103.6% | -85.8% | +14.2% |
| YTD | +58.3% | +38.3% | +20.1% | +54.9% |
| 1Y | +61.0% | -84.7% | +145.7% | +64.5% |
| All | +189.3% | -57.8% | +247.1% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 5y: compounded portfolio wealth divided by compounded ZYBT 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…
5y analysis · Full analysis span regression · 6 months rolling