-48.0%
ZTS vs STRL
+341.0%
-389.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.0% |
| 7D | +5.6% | +15.7% | -10.1% | +5.5% |
| 30D | +12.1% | -35.5% | +47.5% | +12.1% |
| 3M | +11.3% | -47.1% | +58.4% | +11.5% |
| 6M | +14.3% | -65.8% | +80.1% | +15.6% |
| YTD | -31.9% | -4.5% | -27.4% | -34.0% |
| 1Y | -29.3% | -10.5% | -18.8% | -31.3% |
| 3Y | -48.0% | +340.6% | -388.7% | -60.8% |
| All | -48.0% | +341.0% | -389.1% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling