+179.1%
SOUN vs ZCMD
-100.0%
+279.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.0% |
| 7D | -6.8% | -2.0% | -4.8% | -6.8% |
| 30D | -15.2% | -19.8% | +4.6% | -14.8% |
| 3M | -7.0% | -62.1% | +55.1% | -9.2% |
| 6M | -20.5% | -99.5% | +79.0% | -11.7% |
| YTD | -37.0% | -99.7% | +62.7% | -27.5% |
| 1Y | -55.3% | -99.9% | +44.6% | -46.5% |
| All | +179.1% | -100.0% | +279.1% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling