+56.2%
ZTS vs STRL
+7,463.3%
-7,407.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -3.3% |
| 7D | -4.8% | +10.1% | -14.9% | -5.6% |
| 30D | +1.2% | -8.2% | +9.4% | +1.8% |
| 3M | -6.0% | -43.7% | +37.7% | -1.8% |
| 6M | -38.7% | +27.1% | -65.8% | -42.5% |
| YTD | -40.6% | +64.0% | -104.6% | -46.1% |
| 1Y | -50.6% | +75.2% | -125.8% | -56.0% |
| 3Y | -58.7% | +539.9% | -598.7% | -70.9% |
| 5Y | -62.8% | +2,133.0% | -2,195.8% | -78.8% |
| 10Y | +56.2% | +7,178.3% | -7,122.1% | -31.1% |
| All | +56.2% | +7,463.3% | -7,407.1% | -31.1% |
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