+220.2%
SNPS vs ZCMD
-100.0%
+320.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.6% |
| 7D | +1.1% | -7.7% | +8.7% | +1.2% |
| 30D | -5.2% | -34.8% | +29.6% | -4.7% |
| 3M | +10.6% | -56.3% | +66.9% | +11.5% |
| 6M | -10.6% | -99.7% | +89.1% | -3.9% |
| YTD | -3.1% | -99.9% | +96.8% | +5.6% |
| 1Y | +15.6% | -99.9% | +115.5% | +26.5% |
| 3Y | -12.9% | -100.0% | +87.1% | -0.2% |
| 5Y | +31.2% | -100.0% | +131.2% | +53.8% |
| All | +220.2% | -100.0% | +320.2% | +312.1% |
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 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