-27.3%
STLA vs ZCMD
-100.0%
+72.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.1% | +9.3% | +2.4% |
| 7D | -2.9% | -5.4% | +2.6% | -2.8% |
| 30D | +0.9% | -24.8% | +25.7% | +1.2% |
| 3M | -21.6% | -62.8% | +41.2% | -22.6% |
| 6M | -21.6% | -99.5% | +77.9% | -17.4% |
| YTD | -50.4% | -99.8% | +49.3% | -47.2% |
| 1Y | -43.6% | -99.9% | +56.3% | -39.2% |
| 3Y | -66.4% | -100.0% | +33.6% | -60.4% |
| 5Y | -62.3% | -100.0% | +37.7% | -55.5% |
| All | -27.3% | -100.0% | +72.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling