-49.6%
ZTS vs STRL
+76.3%
-125.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -0.6% |
| 7D | -2.0% | +3.4% | -5.4% | -2.0% |
| 30D | +1.9% | -9.2% | +11.2% | +1.8% |
| 3M | -4.0% | -51.0% | +47.0% | -2.8% |
| 6M | -39.1% | +15.8% | -54.9% | -40.2% |
| YTD | -38.8% | +58.9% | -97.7% | -40.2% |
| 1Y | -49.6% | +68.5% | -118.1% | -50.9% |
| All | -49.6% | +76.3% | -125.8% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling