+2,006.1%
STRL vs ZCMD
-100.0%
+2,106.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.7% |
| 7D | +23.4% | -2.9% | +26.4% | +23.5% |
| 30D | -39.5% | -28.5% | -11.1% | -39.2% |
| 3M | -45.1% | -56.5% | +11.5% | -44.4% |
| 6M | -64.6% | -99.7% | +35.1% | -64.4% |
| YTD | -1.5% | -99.9% | +98.3% | -0.4% |
| 1Y | -20.8% | -99.9% | +79.1% | -19.6% |
| 3Y | +353.1% | -100.0% | +453.1% | +384.9% |
| 5Y | +942.9% | -100.0% | +1,042.9% | +1,037.9% |
| All | +2,006.1% | -100.0% | +2,106.1% | +2,652.0% |
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