+86.9%
STLD vs ZCMD
-99.9%
+186.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | +0.1% |
| 7D | -2.8% | -4.1% | +1.3% | -2.8% |
| 30D | -10.4% | -22.7% | +12.3% | -10.3% |
| 3M | -10.6% | -62.5% | +51.9% | -11.3% |
| 6M | +32.7% | -99.5% | +132.2% | +34.5% |
| YTD | +42.8% | -99.7% | +142.5% | +44.2% |
| 1Y | +86.9% | -99.9% | +186.8% | +89.1% |
| All | +86.9% | -99.9% | +186.8% | +89.1% |
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