+1,077.4%
STX vs ZCMD
-100.0%
+1,177.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.1% | -2.1% |
| 7D | +9.6% | -4.1% | +13.7% | +9.6% |
| 30D | +10.6% | -22.7% | +33.3% | +11.0% |
| 3M | +4.8% | -62.5% | +67.3% | +2.9% |
| 6M | +137.3% | -99.5% | +236.7% | +134.3% |
| YTD | +222.5% | -99.7% | +322.2% | +219.6% |
| 1Y | +366.2% | -99.9% | +466.1% | +364.1% |
| 3Y | +1,352.9% | -100.0% | +1,452.9% | +1,344.0% |
| 5Y | +1,077.4% | -100.0% | +1,177.4% | +1,067.1% |
| All | +1,077.4% | -100.0% | +1,177.4% | +1,067.1% |
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 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