-50.6%
ZTS vs STRL
+73.8%
-124.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -2.9% |
| 7D | -4.8% | +10.1% | -14.9% | -4.7% |
| 30D | +1.2% | -8.2% | +9.4% | +1.2% |
| 3M | -6.0% | -43.7% | +37.7% | -5.2% |
| 6M | -38.7% | +27.1% | -65.8% | -39.9% |
| YTD | -40.6% | +64.0% | -104.6% | -42.0% |
| 1Y | -50.6% | +75.2% | -125.8% | -51.8% |
| All | -50.6% | +73.8% | -124.4% | -51.8% |
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 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