+174.6%
ZTS vs STRL
+4,637.0%
-4,462.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -1.1% |
| 7D | -2.0% | +3.4% | -5.4% | -2.3% |
| 30D | +1.9% | -9.2% | +11.2% | +2.5% |
| 3M | -4.0% | -51.0% | +47.0% | +0.9% |
| 6M | -39.1% | +15.8% | -54.9% | -41.7% |
| YTD | -38.8% | +58.9% | -97.7% | -43.3% |
| 1Y | -49.6% | +68.5% | -118.1% | -53.9% |
| 3Y | -59.0% | +485.2% | -544.2% | -68.4% |
| 5Y | -61.8% | +2,005.1% | -2,066.9% | -74.8% |
| 10Y | +61.4% | +7,118.0% | -7,056.5% | -7.8% |
| All | +174.6% | +4,637.0% | -4,462.4% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling