-74.2%
STLA vs ZCMD
-100.0%
+25.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.6% | -1.5% | -6.1% |
| 7D | -13.1% | -2.9% | -10.1% | -13.0% |
| 30D | -13.3% | -28.5% | +15.2% | -13.1% |
| 3M | -27.9% | -56.5% | +28.7% | -27.6% |
| 6M | -47.8% | -99.7% | +51.8% | -47.0% |
| YTD | -64.6% | -99.9% | +35.3% | -64.0% |
| 1Y | -64.0% | -99.9% | +35.9% | -63.4% |
| 3Y | -76.8% | -100.0% | +23.2% | -75.1% |
| 5Y | -74.2% | -100.0% | +25.8% | -71.9% |
| All | -74.2% | -100.0% | +25.8% | -71.9% |
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