+712.7%
SOXL vs ZCMD
-100.0%
+812.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.7% | -6.3% | -8.0% |
| 7D | +8.5% | -2.0% | +10.5% | +8.5% |
| 30D | -13.0% | -19.8% | +6.9% | -12.3% |
| 3M | -35.9% | -62.1% | +26.1% | -37.6% |
| 6M | +112.1% | -99.5% | +211.5% | +129.7% |
| YTD | +175.4% | -99.7% | +275.2% | +206.3% |
| 1Y | +304.9% | -99.9% | +404.8% | +364.1% |
| 3Y | +448.6% | -100.0% | +548.6% | +643.0% |
| 5Y | +156.1% | -100.0% | +256.1% | +246.7% |
| All | +712.7% | -100.0% | +812.7% | +1,813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling