+247.8%
SLV vs ZCMD
-100.0%
+347.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.1% | +1.3% |
| 7D | -2.8% | -5.4% | +2.6% | -2.7% |
| 30D | -1.6% | -24.8% | +23.2% | -1.0% |
| 3M | -4.4% | -62.8% | +58.4% | -6.0% |
| 6M | -25.4% | -99.5% | +74.1% | -19.7% |
| YTD | -9.8% | -99.8% | +90.0% | -1.2% |
| 1Y | +53.8% | -99.9% | +153.7% | +71.4% |
| 3Y | +174.7% | -100.0% | +274.7% | +220.7% |
| 5Y | +164.3% | -100.0% | +264.3% | +209.7% |
| All | +247.8% | -100.0% | +347.8% | +315.6% |
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