+643.0%
SEI vs ZCMD
-100.0%
+743.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.0% | +1.8% | +5.7% |
| 7D | +28.2% | -4.1% | +32.4% | +28.4% |
| 30D | +15.5% | -22.7% | +38.2% | +16.1% |
| 3M | -1.4% | -62.5% | +61.1% | -2.2% |
| 6M | +37.4% | -99.5% | +136.9% | +50.7% |
| YTD | +47.8% | -99.7% | +147.6% | +66.1% |
| 1Y | +174.3% | -99.9% | +274.2% | +216.1% |
| 3Y | +598.5% | -100.0% | +698.5% | +777.1% |
| 5Y | +1,026.2% | -100.0% | +1,126.2% | +1,323.3% |
| All | +643.0% | -100.0% | +743.0% | +1,091.6% |
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