-61.4%
ZTS vs STRL
+2,010.6%
-2,072.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -0.9% |
| 7D | -2.0% | +3.4% | -5.4% | -2.2% |
| 30D | +1.9% | -9.2% | +11.2% | +2.3% |
| 3M | -4.0% | -51.0% | +47.0% | -0.1% |
| 6M | -39.1% | +15.8% | -54.9% | -41.5% |
| YTD | -38.8% | +58.9% | -97.7% | -43.1% |
| 1Y | -49.6% | +68.5% | -118.1% | -53.7% |
| 3Y | -59.0% | +485.2% | -544.2% | -70.3% |
| All | -61.4% | +2,010.6% | -2,072.0% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling