+360.5%
SOXX vs ZCMD
-99.9%
+460.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.1% |
| 7D | +158.9% | -13.3% | +172.2% | +159.3% |
| 30D | +129.2% | -49.6% | +178.8% | +131.9% |
| 3M | +149.7% | -54.6% | +204.3% | +152.5% |
| 6M | +193.4% | -99.8% | +293.2% | +199.8% |
| YTD | +351.0% | -99.9% | +450.9% | +360.2% |
| 1Y | +360.5% | -99.9% | +460.4% | +360.0% |
| All | +360.5% | -99.9% | +460.4% | +360.0% |
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 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