+448.1%
SN vs ZCMD
-100.0%
+548.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -1.3% |
| 7D | +7.6% | -3.0% | +10.6% | +7.6% |
| 30D | +22.4% | -39.5% | +61.9% | +22.5% |
| 3M | +21.7% | -57.8% | +79.5% | +21.8% |
| 6M | +102.8% | -99.7% | +202.5% | +108.1% |
| YTD | +102.4% | -99.9% | +202.3% | +109.1% |
| 1Y | +139.0% | -99.9% | +238.9% | +147.5% |
| 3Y | +440.4% | -100.0% | +540.4% | +409.8% |
| All | +448.1% | -100.0% | +548.1% | +375.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling