+319.5%
SN vs ZCMD
-100.0%
+419.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -1.0% |
| 7D | -9.3% | -8.0% | -1.3% | -9.3% |
| 30D | -4.8% | -27.9% | +23.1% | -4.8% |
| 3M | +40.4% | -74.6% | +115.0% | +41.2% |
| 6M | +50.9% | -99.5% | +150.4% | +54.7% |
| YTD | +54.9% | -99.7% | +154.7% | +59.9% |
| 1Y | +43.0% | -99.9% | +142.9% | +48.5% |
| 3Y | +391.8% | -100.0% | +491.8% | +342.8% |
| All | +319.5% | -100.0% | +419.5% | +264.1% |
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 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