+853.8%
STLD vs ZCMD
-100.0%
+953.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.6% | +3.8% |
| 7D | -4.7% | -3.0% | -1.6% | -4.6% |
| 30D | -0.9% | -39.5% | +38.5% | -0.5% |
| 3M | -11.9% | -57.8% | +45.9% | -11.2% |
| 6M | +0.9% | -99.7% | +100.6% | +3.7% |
| YTD | +40.4% | -99.9% | +140.3% | +45.2% |
| 1Y | +56.6% | -99.9% | +156.5% | +62.4% |
| 3Y | +125.5% | -100.0% | +225.5% | +143.8% |
| 5Y | +292.8% | -100.0% | +392.8% | +331.1% |
| All | +853.8% | -100.0% | +953.8% | +1,163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling