+202.2%
STT vs ZCMD
-100.0%
+302.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +4.8% | -7.7% | +12.5% | +4.9% |
| 30D | +3.9% | -34.8% | +38.7% | +4.4% |
| 3M | -8.2% | -56.3% | +48.2% | -7.5% |
| 6M | +15.6% | -99.7% | +115.3% | +19.5% |
| YTD | +37.6% | -99.9% | +137.5% | +43.7% |
| 1Y | +50.1% | -99.9% | +150.0% | +57.4% |
| 3Y | +183.1% | -100.0% | +283.1% | +207.5% |
| 5Y | +104.8% | -100.0% | +204.8% | +125.2% |
| All | +202.2% | -100.0% | +302.2% | +281.2% |
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