-61.2%
ZTS vs STRL
+779.4%
-840.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.4% |
| 7D | -0.4% | -26.9% | +26.5% | +0.5% |
| 30D | +11.7% | -52.7% | +64.4% | +15.0% |
| 3M | +3.5% | -52.8% | +56.3% | +6.3% |
| 6M | -27.6% | -71.5% | +43.8% | -23.6% |
| YTD | -35.5% | -17.4% | -18.0% | -38.6% |
| 1Y | -32.1% | -35.0% | +2.9% | -34.1% |
| 3Y | -49.1% | +239.2% | -288.3% | -63.4% |
| All | -61.2% | +779.4% | -840.6% | -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