-26.3%
SKHY vs ZCMD
-77.1%
+50.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -0.4% | -13.0% | -13.4% |
| 7D | -23.6% | -12.9% | -10.7% | -23.4% |
| 30D | -32.1% | -45.3% | +13.1% | -31.5% |
| 3M | -18.0% | -59.4% | +41.4% | -17.1% |
| All | -26.3% | -77.1% | +50.8% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling