+875.4%
STLD vs ZCMD
-100.0%
+975.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.6% |
| 7D | +3.1% | -8.0% | +11.1% | +3.2% |
| 30D | -9.0% | -27.9% | +18.9% | -8.8% |
| 3M | -12.4% | -74.6% | +62.2% | -12.9% |
| 6M | +25.5% | -99.5% | +125.0% | +28.2% |
| YTD | +43.6% | -99.7% | +143.4% | +47.7% |
| 1Y | +87.2% | -99.9% | +187.1% | +93.9% |
| 3Y | +135.2% | -100.0% | +235.2% | +154.2% |
| 5Y | +290.9% | -100.0% | +390.9% | +324.4% |
| All | +875.4% | -100.0% | +975.4% | +1,185.4% |
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 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