+1,383.2%
STX vs ZCMD
-100.0%
+1,483.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.5% |
| 7D | +10.7% | -1.4% | +12.1% | +10.8% |
| 30D | +11.3% | -21.6% | +32.8% | +11.6% |
| 3M | +3.2% | -67.4% | +70.6% | +1.4% |
| 6M | +157.0% | -99.4% | +256.4% | +154.3% |
| YTD | +229.2% | -99.7% | +329.0% | +227.4% |
| 1Y | +381.8% | -99.9% | +481.7% | +381.4% |
| 3Y | +1,383.2% | -100.0% | +1,483.2% | +1,362.9% |
| All | +1,383.2% | -100.0% | +1,483.2% | +1,362.9% |
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