+93.8%
STM vs ZCMD
-100.0%
+193.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.9% |
| 7D | +1.7% | -4.1% | +5.8% | +1.8% |
| 30D | -5.2% | -22.7% | +17.6% | -4.6% |
| 3M | -29.6% | -62.5% | +32.9% | -29.9% |
| 6M | +54.4% | -99.5% | +153.8% | +62.4% |
| YTD | +99.5% | -99.7% | +199.3% | +113.2% |
| 1Y | +100.8% | -99.9% | +200.6% | +118.6% |
| 3Y | +20.2% | -100.0% | +120.1% | +41.6% |
| 5Y | +21.1% | -100.0% | +121.1% | +42.7% |
| All | +93.8% | -100.0% | +193.8% | +186.4% |
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