+17.5%
SNPS vs ZCMD
-100.0%
+117.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -5.5% | -1.4% | -4.1% | -5.5% |
| 30D | -5.8% | -21.6% | +15.8% | -5.7% |
| 3M | -17.2% | -67.4% | +50.2% | -17.4% |
| 6M | -10.4% | -99.4% | +89.1% | -6.6% |
| YTD | -16.5% | -99.7% | +83.2% | -12.7% |
| 1Y | -35.6% | -99.9% | +64.3% | -32.6% |
| 3Y | -14.6% | -100.0% | +85.4% | -11.0% |
| All | +17.5% | -100.0% | +117.5% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling