+74.2%
STM vs ZCMD
-100.0%
+174.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.4% |
| 7D | +1.4% | +1.4% | +0.1% | +1.4% |
| 30D | -8.4% | -29.9% | +21.5% | -7.4% |
| 3M | -15.8% | -54.9% | +39.1% | -14.1% |
| 6M | -22.8% | -99.7% | +76.8% | -17.5% |
| YTD | +79.4% | -99.9% | +179.2% | +94.7% |
| 1Y | +97.0% | -99.9% | +196.9% | +115.7% |
| 3Y | +14.2% | -100.0% | +114.2% | +35.6% |
| 5Y | -4.5% | -100.0% | +95.5% | +16.1% |
| All | +74.2% | -100.0% | +174.2% | +161.6% |
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