+504.0%
STX vs ZCMD
-100.0%
+604.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.4% | +8.6% | +10.0% |
| 7D | -1.0% | +1.4% | -2.3% | -1.0% |
| 30D | -26.8% | -29.9% | +3.1% | -26.3% |
| 3M | -32.7% | -54.9% | +22.2% | -31.9% |
| 6M | -33.7% | -99.7% | +65.9% | -34.0% |
| YTD | +101.0% | -99.9% | +200.8% | +100.8% |
| 1Y | +92.7% | -99.9% | +192.6% | +92.8% |
| 3Y | +708.7% | -100.0% | +808.7% | +705.9% |
| 5Y | +504.0% | -100.0% | +604.0% | +511.0% |
| All | +504.0% | -100.0% | +604.0% | +511.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling