+199.7%
STRL vs ZYBT
-58.1%
+257.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.2% |
| 7D | +10.1% | -4.2% | +14.3% | +10.1% |
| 30D | -8.2% | -16.4% | +8.2% | -8.2% |
| 3M | -43.7% | +82.9% | -126.6% | -44.7% |
| 6M | +27.1% | +110.7% | -83.6% | +23.0% |
| YTD | +64.0% | +37.4% | +26.6% | +60.5% |
| 1Y | +75.2% | -80.6% | +155.8% | +78.2% |
| All | +199.7% | -58.1% | +257.8% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling