+21.1%
STM vs ZCMD
-100.0%
+121.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +5.2% | -1.4% | +6.6% | +5.2% |
| 30D | -7.4% | -21.6% | +14.2% | -7.0% |
| 3M | -30.6% | -67.4% | +36.7% | -30.5% |
| 6M | +66.4% | -99.4% | +165.8% | +66.5% |
| YTD | +101.1% | -99.7% | +200.9% | +101.6% |
| 1Y | +97.4% | -99.9% | +197.3% | +97.9% |
| 3Y | +21.1% | -100.0% | +121.1% | +18.4% |
| All | +21.1% | -100.0% | +121.1% | +18.4% |
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 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