-95.7%
SNDQ vs ZCMD
-99.5%
+3.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -3.8% | -20.0% | -23.9% |
| 7D | -30.8% | -8.0% | -22.8% | -31.0% |
| 30D | -51.7% | -27.9% | -23.8% | -52.1% |
| 3M | -78.0% | -74.6% | -3.4% | -79.2% |
| All | -95.7% | -99.5% | +3.8% | -93.3% |
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 · Available span rolling