-16.5%
SOUN vs ZCMD
-100.0%
+83.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.7% | -0.1% |
| 7D | -7.1% | -5.4% | -1.7% | -6.9% |
| 30D | -15.4% | -24.8% | +9.4% | -14.7% |
| 3M | -10.6% | -62.8% | +52.2% | -13.2% |
| 6M | -19.6% | -99.5% | +79.9% | -8.0% |
| YTD | -37.2% | -99.8% | +62.5% | -25.1% |
| 1Y | -57.1% | -99.9% | +42.8% | -45.9% |
| 3Y | +178.2% | -100.0% | +278.2% | +309.9% |
| All | -16.5% | -100.0% | +83.5% | +17.8% |
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