+96.4%
STM vs ZCMD
-100.0%
+196.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.0% |
| 7D | +5.8% | -8.0% | +13.8% | +6.0% |
| 30D | -1.0% | -27.9% | +26.9% | -0.2% |
| 3M | -33.3% | -74.6% | +41.3% | -33.0% |
| 6M | +57.4% | -99.5% | +156.8% | +65.6% |
| YTD | +102.2% | -99.7% | +201.9% | +116.3% |
| 1Y | +99.6% | -99.9% | +199.5% | +117.0% |
| 3Y | +14.5% | -100.0% | +114.5% | +35.2% |
| 5Y | +21.4% | -100.0% | +121.4% | +43.8% |
| All | +96.4% | -100.0% | +196.4% | +190.6% |
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 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