+195.6%
STT vs ZCMD
-100.0%
+295.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | 0.0% |
| 7D | +1.0% | -4.1% | +5.1% | +1.0% |
| 30D | +2.8% | -22.7% | +25.5% | +2.9% |
| 3M | +18.1% | -62.5% | +80.6% | +17.1% |
| 6M | +59.2% | -99.5% | +158.7% | +60.3% |
| YTD | +51.5% | -99.7% | +151.2% | +52.9% |
| 1Y | +75.7% | -99.9% | +175.6% | +77.6% |
| All | +195.6% | -100.0% | +295.6% | +184.0% |
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 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