+143.4%
STLD vs ZCMD
-100.0%
+243.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | -8.4% | -21.6% | +13.1% | -8.3% |
| 3M | -9.9% | -67.4% | +57.5% | -10.4% |
| 6M | +33.0% | -99.4% | +132.5% | +32.7% |
| YTD | +42.6% | -99.7% | +142.3% | +42.1% |
| 1Y | +80.8% | -99.9% | +180.6% | +80.2% |
| 3Y | +143.4% | -100.0% | +243.4% | +150.8% |
| All | +143.4% | -100.0% | +243.4% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling