-73.5%
SEDG vs ZCMD
-100.0%
+26.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.4% | -3.5% |
| 7D | +3.6% | -4.1% | +7.8% | +3.7% |
| 30D | +9.3% | -22.7% | +32.0% | +9.9% |
| 3M | -39.1% | -62.5% | +23.4% | -40.4% |
| 6M | +1.8% | -99.5% | +101.2% | +8.4% |
| YTD | +22.0% | -99.7% | +121.8% | +33.8% |
| 1Y | +17.2% | -99.9% | +117.1% | +32.7% |
| 3Y | -76.3% | -100.0% | +23.6% | -70.4% |
| 5Y | -87.2% | -100.0% | +12.8% | -84.0% |
| All | -73.5% | -100.0% | +26.5% | -60.5% |
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 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