+2,021.9%
STRL vs ZCMD
-100.0%
+2,121.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.9% |
| 7D | +7.1% | +1.4% | +5.8% | +7.1% |
| 30D | -39.4% | -29.9% | -9.5% | -39.0% |
| 3M | -43.0% | -54.9% | +11.9% | -42.3% |
| 6M | -65.0% | -99.7% | +34.7% | -64.8% |
| YTD | -0.8% | -99.9% | +99.1% | +0.2% |
| 1Y | -20.3% | -99.9% | +79.6% | -19.1% |
| 3Y | +356.5% | -100.0% | +456.5% | +388.1% |
| 5Y | +952.8% | -100.0% | +1,052.8% | +1,047.7% |
| All | +2,021.9% | -100.0% | +2,121.9% | +2,670.1% |
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