+4,601.6%
SNDK vs ZCMD
-99.9%
+4,701.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.0% |
| 7D | +8.8% | -2.0% | +10.9% | +8.9% |
| 30D | +33.2% | -19.8% | +53.0% | +33.4% |
| 3M | +3.0% | -62.1% | +65.1% | +4.3% |
| 6M | +173.5% | -99.5% | +273.0% | +159.5% |
| YTD | +613.0% | -99.7% | +712.8% | +574.4% |
| 1Y | +2,189.8% | -99.9% | +2,289.6% | +2,100.2% |
| All | +4,601.6% | -99.9% | +4,701.6% | +4,389.2% |
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