+258.0%
SLV vs ZCMD
-100.0%
+358.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.1% |
| 7D | -0.3% | -8.0% | +7.7% | -0.1% |
| 30D | +6.7% | -27.9% | +34.6% | +7.4% |
| 3M | -10.7% | -74.6% | +63.9% | -11.2% |
| 6M | -20.6% | -99.5% | +78.9% | -15.0% |
| YTD | -7.1% | -99.7% | +92.6% | +1.6% |
| 1Y | +62.0% | -99.9% | +161.9% | +79.7% |
| 3Y | +169.8% | -100.0% | +269.8% | +214.7% |
| 5Y | +161.5% | -100.0% | +261.4% | +206.9% |
| All | +258.0% | -100.0% | +358.0% | +327.2% |
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