+146.2%
SN vs ZCMD
-99.9%
+246.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | +3.5% | +1.4% | +2.2% | +3.5% |
| 30D | +19.4% | -29.9% | +49.3% | +19.4% |
| 3M | +20.9% | -54.9% | +75.8% | +20.8% |
| 6M | +111.1% | -99.7% | +210.8% | +119.4% |
| YTD | +102.8% | -99.9% | +202.7% | +117.0% |
| 1Y | +146.2% | -99.9% | +246.1% | +186.1% |
| All | +146.2% | -99.9% | +246.1% | +186.1% |
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 · 6 months rolling