+225.5%
SNPS vs ZCMD
-100.0%
+325.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.2% |
| 7D | +5.1% | -2.9% | +8.0% | +5.1% |
| 30D | -6.4% | -28.5% | +22.0% | -6.1% |
| 3M | +12.2% | -56.5% | +68.8% | +13.2% |
| 6M | -9.8% | -99.7% | +89.8% | -3.1% |
| YTD | -1.5% | -99.9% | +98.4% | +7.3% |
| 1Y | +16.0% | -99.9% | +115.9% | +27.0% |
| 3Y | -10.8% | -100.0% | +89.2% | +2.3% |
| 5Y | +33.3% | -100.0% | +133.3% | +56.2% |
| All | +225.5% | -100.0% | +325.5% | +318.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling