+640.3%
SEI vs ZCMD
-100.0%
+740.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.1% | +12.2% | +5.3% |
| 7D | +22.6% | -5.4% | +28.0% | +22.7% |
| 30D | +9.1% | -24.8% | +33.9% | +9.7% |
| 3M | -11.3% | -62.8% | +51.5% | -12.1% |
| 6M | +22.0% | -99.5% | +121.5% | +34.4% |
| YTD | +47.3% | -99.8% | +147.0% | +65.8% |
| 1Y | +124.8% | -99.9% | +224.7% | +159.8% |
| 3Y | +591.3% | -100.0% | +691.3% | +770.0% |
| 5Y | +1,008.2% | -100.0% | +1,108.2% | +1,303.6% |
| All | +640.3% | -100.0% | +740.3% | +1,089.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling