+67.2%
SGI vs ZCMD
-100.0%
+167.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.2% |
| 7D | -5.3% | -7.7% | +2.4% | -5.3% |
| 30D | -2.1% | -34.8% | +32.7% | -1.9% |
| 3M | -8.2% | -56.3% | +48.1% | -7.9% |
| 6M | -4.6% | -99.7% | +95.1% | -2.1% |
| YTD | -31.5% | -99.9% | +68.4% | -29.5% |
| 1Y | -30.8% | -99.9% | +69.1% | -28.7% |
| 3Y | +67.2% | -100.0% | +167.2% | +70.1% |
| All | +67.2% | -100.0% | +167.2% | +70.1% |
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