+164.1%
SLV vs ZCMD
-100.0%
+264.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | -5.8% | -7.7% | +1.8% | -5.6% |
| 30D | -12.1% | -34.8% | +22.7% | -11.2% |
| 3M | -24.1% | -56.3% | +32.2% | -22.7% |
| 6M | -44.4% | -99.7% | +55.3% | -39.6% |
| YTD | -31.5% | -99.9% | +68.4% | -23.9% |
| 1Y | -6.9% | -99.9% | +93.0% | +4.1% |
| 3Y | +116.0% | -100.0% | +216.0% | +153.8% |
| 5Y | +88.4% | -100.0% | +188.4% | +126.1% |
| All | +164.1% | -100.0% | +264.1% | +219.8% |
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