+1,262.3%
STX vs ZCMD
-100.0%
+1,362.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.1% |
| 3M | -32.7% | -54.9% | +22.2% | -31.6% |
| 6M | -33.7% | -99.7% | +65.9% | -31.4% |
| YTD | +101.0% | -99.9% | +200.8% | +110.9% |
| 1Y | +92.7% | -99.9% | +192.6% | +103.7% |
| 3Y | +708.7% | -100.0% | +808.7% | +802.4% |
| 5Y | +504.0% | -100.0% | +604.0% | +587.4% |
| All | +1,262.3% | -100.0% | +1,362.3% | +1,679.1% |
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