+15.4%
SOFI vs ZCMD
-100.0%
+115.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.7% |
| 7D | -4.9% | -5.4% | +0.5% | -4.9% |
| 30D | -3.5% | -24.8% | +21.3% | -3.4% |
| 3M | +3.9% | -62.8% | +66.7% | +3.9% |
| 6M | -6.5% | -99.5% | +93.0% | -5.6% |
| YTD | -33.8% | -99.8% | +65.9% | -32.5% |
| 1Y | -33.3% | -99.9% | +66.6% | -31.3% |
| 3Y | +94.6% | -100.0% | +194.6% | +108.2% |
| All | +15.4% | -100.0% | +115.4% | +29.2% |
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