-5.1%
SNXX vs ZCMD
-99.9%
+94.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -0.4% | -42.7% | -43.1% |
| 7D | -66.8% | -12.9% | -54.0% | -66.6% |
| 30D | -79.7% | -45.2% | -34.4% | -79.2% |
| 3M | -72.8% | -59.4% | -13.5% | -72.1% |
| 6M | -84.7% | -99.8% | +15.1% | -86.8% |
| All | -5.1% | -99.9% | +94.7% | -18.6% |
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 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