-9.3%
SNPS vs ZCMD
-99.9%
+90.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.1% | +0.1% |
| 7D | +0.9% | -5.4% | +6.3% | +0.9% |
| 30D | -3.6% | -24.8% | +21.2% | -3.5% |
| 3M | -12.9% | -62.8% | +49.9% | -13.1% |
| 6M | -8.2% | -99.5% | +91.3% | +5.4% |
| YTD | -15.4% | -99.8% | +84.4% | -1.4% |
| 1Y | -9.3% | -99.9% | +90.6% | +4.9% |
| All | -9.3% | -99.9% | +90.6% | +4.9% |
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