+202.6%
STT vs ZCMD
-100.0%
+302.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.2% |
| 7D | +5.1% | -2.9% | +8.0% | +5.2% |
| 30D | -0.2% | -28.5% | +28.2% | +0.1% |
| 3M | -8.1% | -56.5% | +48.4% | -7.5% |
| 6M | +16.6% | -99.7% | +116.3% | +20.5% |
| YTD | +37.8% | -99.9% | +137.7% | +43.8% |
| 1Y | +46.8% | -99.9% | +146.7% | +53.9% |
| 3Y | +181.2% | -100.0% | +281.2% | +205.7% |
| 5Y | +105.1% | -100.0% | +205.1% | +125.5% |
| All | +202.6% | -100.0% | +302.6% | +281.6% |
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 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