+207.7%
SCHG vs ZCMD
-100.0%
+307.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | -2.2% | -19.8% | +17.6% | -2.1% |
| 3M | +6.2% | -62.1% | +68.2% | +5.5% |
| 6M | +13.4% | -99.5% | +112.9% | +16.7% |
| YTD | +7.1% | -99.7% | +106.8% | +11.1% |
| 1Y | +12.5% | -99.9% | +112.4% | +17.8% |
| 3Y | +86.2% | -100.0% | +186.2% | +103.9% |
| 5Y | +83.9% | -100.0% | +183.9% | +102.2% |
| All | +207.7% | -100.0% | +307.7% | +275.8% |
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