+85.9%
ZTS vs STRL
+3,816.9%
-3,731.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +1.0% | +23.4% | -22.4% | -0.7% |
| 30D | +12.4% | -39.5% | +51.9% | +16.3% |
| 3M | +13.6% | -45.1% | +58.6% | +18.1% |
| 6M | +9.3% | -64.6% | +73.9% | +17.1% |
| YTD | -32.6% | -1.5% | -31.1% | -36.7% |
| 1Y | -30.0% | -20.8% | -9.3% | -32.9% |
| 3Y | -48.7% | +353.1% | -401.9% | -63.3% |
| 5Y | -59.3% | +942.9% | -1,002.2% | -75.1% |
| All | +85.9% | +3,816.9% | -3,731.0% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling