+236.6%
STT vs ZCMD
-100.0%
+336.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.2% |
| 7D | +0.5% | -8.0% | +8.5% | +0.6% |
| 30D | +3.9% | -27.9% | +31.7% | +4.2% |
| 3M | +20.0% | -74.6% | +94.5% | +19.1% |
| 6M | +55.3% | -99.5% | +154.8% | +59.6% |
| YTD | +53.3% | -99.7% | +153.1% | +59.1% |
| 1Y | +74.7% | -99.9% | +174.6% | +82.8% |
| 3Y | +205.8% | -100.0% | +305.8% | +232.2% |
| 5Y | +145.0% | -100.0% | +245.0% | +166.6% |
| All | +236.6% | -100.0% | +336.6% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling