+539.9%
STRL vs ZCMD
-100.0%
+639.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | +10.1% | -1.4% | +11.5% | +10.1% |
| 30D | -8.2% | -21.6% | +13.4% | -8.0% |
| 3M | -43.7% | -67.4% | +23.7% | -44.0% |
| 6M | +27.1% | -99.4% | +126.5% | +20.7% |
| YTD | +64.0% | -99.7% | +163.7% | +54.8% |
| 1Y | +75.2% | -99.9% | +175.0% | +64.8% |
| 3Y | +539.9% | -100.0% | +639.9% | +463.6% |
| All | +539.9% | -100.0% | +639.9% | +463.6% |
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 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