-49.7%
STLA vs ZCMD
-99.7%
+49.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -1.0% |
| 7D | -13.8% | -7.7% | -6.1% | -13.7% |
| 30D | -10.5% | -34.8% | +24.2% | -10.3% |
| 3M | -28.9% | -56.3% | +27.4% | -28.6% |
| 6M | -49.7% | -99.7% | +49.9% | -45.7% |
| All | -49.7% | -99.7% | +49.9% | -45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling