-91.6%
SOXS vs ZCMD
-99.9%
+8.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.0% | +11.8% | +8.6% |
| 7D | +46.7% | -13.3% | +60.0% | +45.8% |
| 30D | +97.0% | -49.6% | +146.6% | +90.2% |
| 3M | +39.5% | -54.6% | +94.2% | +35.4% |
| 6M | -54.9% | -99.8% | +44.8% | -56.7% |
| YTD | -90.4% | -99.9% | +9.5% | -90.7% |
| 1Y | -91.6% | -99.9% | +8.3% | -91.3% |
| All | -91.6% | -99.9% | +8.3% | -91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling