+755.3%
SOXL vs ZCMD
-100.0%
+855.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.0% | +12.3% | +5.6% |
| 7D | +3.9% | -5.4% | +9.3% | +4.1% |
| 30D | -14.3% | -24.8% | +10.5% | -13.4% |
| 3M | -45.6% | -62.8% | +17.2% | -47.0% |
| 6M | +117.2% | -99.5% | +216.7% | +136.2% |
| YTD | +189.8% | -99.8% | +289.6% | +223.4% |
| 1Y | +317.7% | -99.9% | +417.6% | +382.1% |
| 3Y | +478.6% | -100.0% | +578.6% | +686.2% |
| 5Y | +169.5% | -100.0% | +269.5% | +266.0% |
| All | +755.3% | -100.0% | +855.3% | +1,919.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling