+242.2%
SGI vs ZCMD
-100.0%
+342.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.1% |
| 7D | -4.9% | -2.0% | -2.9% | -4.9% |
| 30D | +1.6% | -19.8% | +21.4% | +1.8% |
| 3M | -3.2% | -62.1% | +58.9% | -4.0% |
| 6M | -16.0% | -99.5% | +83.4% | -10.8% |
| YTD | -25.4% | -99.7% | +74.3% | -19.7% |
| 1Y | -21.6% | -99.9% | +78.3% | -14.2% |
| 3Y | +52.9% | -100.0% | +152.8% | +78.0% |
| 5Y | +47.5% | -100.0% | +147.5% | +72.1% |
| All | +242.2% | -100.0% | +342.2% | +456.9% |
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