+60.1%
STLD vs ZCMD
-99.9%
+160.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -3.0% |
| 7D | -3.9% | -13.3% | +9.4% | -3.8% |
| 30D | -0.4% | -49.6% | +49.2% | +0.2% |
| 3M | -9.2% | -54.6% | +45.4% | -8.7% |
| 6M | +5.0% | -99.8% | +104.7% | +7.8% |
| YTD | +42.8% | -99.9% | +142.7% | +44.9% |
| 1Y | +60.1% | -99.9% | +160.0% | +64.3% |
| All | +60.1% | -99.9% | +160.0% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling