-63.2%
STLA vs ZCMD
-100.0%
+36.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.9% |
| 7D | +0.4% | -4.1% | +4.5% | +0.4% |
| 30D | -5.2% | -22.7% | +17.5% | -5.1% |
| 3M | -24.9% | -62.5% | +37.6% | -25.2% |
| 6M | -25.2% | -99.5% | +74.3% | -24.0% |
| YTD | -51.4% | -99.7% | +48.3% | -50.6% |
| 1Y | -40.7% | -99.9% | +59.2% | -40.0% |
| 3Y | -66.3% | -100.0% | +33.7% | -63.4% |
| 5Y | -63.2% | -100.0% | +36.7% | -60.3% |
| All | -63.2% | -100.0% | +36.7% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling