+77.1%
STT vs ZCMD
-99.9%
+177.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | -1.4% | -2.0% | +0.7% | -1.3% |
| 30D | +2.2% | -19.8% | +22.0% | +2.4% |
| 3M | +18.8% | -62.1% | +80.9% | +17.3% |
| 6M | +57.9% | -99.5% | +157.4% | +63.7% |
| YTD | +51.0% | -99.7% | +150.7% | +59.0% |
| 1Y | +77.1% | -99.9% | +177.0% | +90.7% |
| All | +77.1% | -99.9% | +177.0% | +90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling