-58.7%
ZTS vs STRL
+906.9%
-965.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.2% |
| 7D | +5.6% | +15.7% | -10.1% | +4.9% |
| 30D | +12.1% | -35.5% | +47.5% | +13.7% |
| 3M | +11.3% | -47.1% | +58.4% | +13.8% |
| 6M | +14.3% | -65.8% | +80.1% | +19.4% |
| YTD | -31.9% | -4.5% | -27.4% | -35.6% |
| 1Y | -29.3% | -10.5% | -18.8% | -32.9% |
| 3Y | -48.0% | +340.6% | -388.7% | -63.6% |
| All | -58.7% | +906.9% | -965.6% | -77.7% |
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