+108.7%
SPG vs ZCMD
-100.0%
+208.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -2.2% | -2.0% | -0.2% | -2.2% |
| 30D | -5.8% | -19.8% | +14.0% | -5.7% |
| 3M | -2.8% | -62.1% | +59.3% | -2.9% |
| 6M | +8.9% | -99.5% | +108.4% | +12.1% |
| YTD | +14.3% | -99.7% | +114.0% | +18.6% |
| 1Y | +19.5% | -99.9% | +119.4% | +25.0% |
| 3Y | +106.9% | -100.0% | +206.8% | +118.0% |
| 5Y | +108.7% | -100.0% | +208.7% | +122.1% |
| All | +108.7% | -100.0% | +208.7% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling