+77.0%
ZTS vs STRL
+4,310.8%
-4,233.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.0% | -11.3% | +2.5% |
| 7D | -1.0% | -13.3% | +12.3% | -0.4% |
| 30D | +10.8% | -43.3% | +54.1% | +15.3% |
| 3M | +14.1% | -46.9% | +60.9% | +18.9% |
| 6M | +0.8% | -65.6% | +66.3% | +8.1% |
| YTD | -33.1% | -5.1% | -28.0% | -37.0% |
| 1Y | -30.0% | -23.1% | -6.9% | -32.7% |
| 3Y | -49.5% | +346.8% | -396.4% | -63.8% |
| 5Y | -60.2% | +907.2% | -967.4% | -75.5% |
| 10Y | +77.0% | +3,988.2% | -3,911.1% | -11.8% |
| All | +77.0% | +4,310.8% | -4,233.7% | -11.8% |
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