+260.6%
SNDU vs ZCMD
-99.5%
+360.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | -3.8% | +27.4% | +23.7% |
| 7D | +35.2% | -8.0% | +43.2% | +35.4% |
| 30D | +50.8% | -27.9% | +78.7% | +51.9% |
| 3M | -43.2% | -74.6% | +31.4% | -40.5% |
| All | +260.6% | -99.5% | +360.1% | +160.1% |
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 · Available span rolling