-38.2%
SNDU vs ZCMD
-99.7%
+61.5%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -44.1% | -0.4% | -43.8% | -44.1% |
| 7D | -67.5% | -12.9% | -54.6% | -67.3% |
| 30D | -80.3% | -45.2% | -35.0% | -79.8% |
| 3M | -74.1% | -59.4% | -14.8% | -73.4% |
| 6M | -85.8% | -99.8% | +14.0% | -90.0% |
| All | -38.2% | -99.7% | +61.5% | -54.4% |
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 · 6 months rolling