+377.9%
SAN vs ZCMD
-100.0%
+477.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.7% |
| 7D | +1.8% | -8.0% | +9.8% | +1.9% |
| 30D | +2.0% | -27.9% | +29.9% | +2.5% |
| 3M | +19.7% | -74.6% | +94.3% | +19.0% |
| 6M | +30.6% | -99.5% | +130.1% | +39.1% |
| YTD | +28.8% | -99.7% | +128.6% | +39.6% |
| 1Y | +57.8% | -99.9% | +157.7% | +73.5% |
| 3Y | +338.1% | -100.0% | +438.1% | +414.3% |
| 5Y | +384.2% | -100.0% | +484.2% | +469.5% |
| All | +377.9% | -100.0% | +477.9% | +608.4% |
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