+432.9%
SNXX vs ZCMD
-99.7%
+532.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.8% | +27.1% | +23.5% |
| 7D | +34.9% | -8.0% | +42.9% | +35.1% |
| 30D | +52.5% | -27.9% | +80.4% | +53.6% |
| 3M | -41.3% | -74.6% | +33.3% | -38.8% |
| 6M | +293.8% | -99.5% | +393.2% | +230.8% |
| All | +432.9% | -99.7% | +532.7% | +347.7% |
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