-25.1%
STLA vs ZCMD
-100.0%
+74.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.3% |
| 7D | +2.6% | -8.0% | +10.6% | +2.7% |
| 30D | -1.2% | -27.9% | +26.6% | -0.9% |
| 3M | -24.8% | -74.6% | +49.8% | -25.0% |
| 6M | -25.6% | -99.5% | +73.9% | -21.8% |
| YTD | -48.9% | -99.7% | +50.8% | -45.7% |
| 1Y | -38.8% | -99.9% | +61.1% | -34.2% |
| 3Y | -64.5% | -100.0% | +35.5% | -58.1% |
| 5Y | -62.4% | -100.0% | +37.6% | -55.5% |
| All | -25.1% | -100.0% | +74.9% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling