+368.3%
SAN vs ZCMD
-100.0%
+468.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | -2.8% | -2.0% | -0.8% | -2.8% |
| 30D | -0.5% | -19.8% | +19.3% | -0.2% |
| 3M | +22.7% | -62.1% | +84.8% | +20.9% |
| 6M | +28.8% | -99.5% | +128.3% | +37.4% |
| YTD | +26.3% | -99.7% | +126.0% | +36.7% |
| 1Y | +48.8% | -99.9% | +148.7% | +63.8% |
| 3Y | +347.2% | -100.0% | +447.2% | +424.4% |
| 5Y | +383.8% | -100.0% | +483.8% | +466.7% |
| All | +368.3% | -100.0% | +468.3% | +594.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling