-48.8%
SIRI vs ZCMD
-100.0%
+51.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +1.0% |
| 7D | +0.6% | -5.4% | +6.0% | +0.6% |
| 30D | +2.5% | -24.8% | +27.3% | +2.6% |
| 3M | +6.6% | -62.8% | +69.4% | +5.8% |
| 6M | +32.9% | -99.5% | +132.4% | +37.4% |
| YTD | +50.5% | -99.8% | +150.2% | +56.8% |
| 1Y | +28.0% | -99.9% | +127.9% | +35.2% |
| 3Y | -22.4% | -100.0% | +77.6% | -15.1% |
| 5Y | -41.3% | -100.0% | +58.7% | -35.7% |
| All | -48.8% | -100.0% | +51.2% | -35.2% |
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