+260.1%
SGI vs ZCMD
-100.0%
+360.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | +9.3% | -1.4% | +10.7% | +9.3% |
| 30D | +6.9% | -21.6% | +28.5% | +7.1% |
| 3M | +2.8% | -67.4% | +70.2% | +2.2% |
| 6M | -12.6% | -99.4% | +86.8% | -7.4% |
| YTD | -21.5% | -99.7% | +78.2% | -15.5% |
| 1Y | -18.8% | -99.9% | +81.1% | -11.2% |
| 3Y | +60.8% | -100.0% | +160.8% | +87.3% |
| 5Y | +60.0% | -100.0% | +160.0% | +86.3% |
| All | +260.1% | -100.0% | +360.1% | +486.1% |
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 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