+111.9%
SPG vs ZCMD
-100.0%
+211.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.2% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -4.9% | -21.6% | +16.6% | -4.9% |
| 3M | +3.3% | -67.4% | +70.7% | +3.4% |
| 6M | +11.2% | -99.4% | +110.7% | +14.5% |
| YTD | +17.1% | -99.7% | +116.8% | +21.7% |
| 1Y | +21.6% | -99.9% | +121.5% | +27.4% |
| 3Y | +111.9% | -100.0% | +211.9% | +117.0% |
| All | +111.9% | -100.0% | +211.9% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling