+85.7%
SCHG vs ZCMD
-100.0%
+185.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +7.9% | +0.9% |
| 7D | -1.0% | -5.4% | +4.4% | -1.0% |
| 30D | -1.3% | -24.8% | +23.5% | -1.2% |
| 3M | +5.4% | -62.8% | +68.2% | +5.1% |
| 6M | +14.4% | -99.5% | +113.9% | +15.2% |
| YTD | +8.0% | -99.8% | +107.8% | +9.0% |
| 1Y | +12.7% | -99.9% | +112.6% | +13.9% |
| 3Y | +85.6% | -100.0% | +185.6% | +90.9% |
| All | +85.7% | -100.0% | +185.7% | +90.5% |
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