+177.0%
SNPS vs ZCMD
-100.0%
+277.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.7% | -1.7% | -5.4% |
| 7D | -11.0% | -8.0% | -3.0% | -10.9% |
| 30D | -1.7% | -27.9% | +26.1% | -1.5% |
| 3M | -20.4% | -74.6% | +54.2% | -20.4% |
| 6M | -8.6% | -99.5% | +90.8% | -2.4% |
| YTD | -16.2% | -99.7% | +83.6% | -9.3% |
| 1Y | -34.6% | -99.9% | +65.3% | -28.4% |
| 3Y | -14.5% | -100.0% | +85.5% | -1.9% |
| 5Y | +17.0% | -100.0% | +117.0% | +35.2% |
| All | +177.0% | -100.0% | +277.0% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling