-76.6%
SEDG vs ZCMD
-100.0%
+23.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.1% | +1.4% | -5.5% |
| 7D | +1.4% | -5.4% | +6.8% | +1.5% |
| 30D | +8.3% | -24.8% | +33.1% | +8.6% |
| 3M | -40.7% | -62.8% | +22.1% | -41.4% |
| 6M | -3.9% | -99.5% | +95.6% | -3.1% |
| YTD | +20.2% | -99.8% | +120.0% | +22.8% |
| 1Y | +17.6% | -99.9% | +117.5% | +21.9% |
| 3Y | -76.6% | -100.0% | +23.4% | -76.8% |
| All | -76.6% | -100.0% | +23.4% | -76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling