+189.6%
ZTS vs STRL
+2,361.7%
-2,172.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.5% |
| 7D | -0.4% | -26.9% | +26.5% | +1.4% |
| 30D | +11.7% | -52.7% | +64.4% | +17.3% |
| 3M | +3.5% | -52.8% | +56.3% | +8.3% |
| 6M | -27.6% | -71.5% | +43.8% | -21.7% |
| YTD | -35.5% | -17.4% | -18.0% | -37.8% |
| 1Y | -32.1% | -35.0% | +2.9% | -33.2% |
| 3Y | -49.1% | +239.2% | -288.3% | -59.6% |
| 5Y | -61.0% | +830.2% | -891.2% | -72.8% |
| 10Y | +74.4% | +3,574.7% | -3,500.3% | +3.8% |
| All | +189.6% | +2,361.7% | -2,172.2% | +75.4% |
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