+85.1%
SPG vs ZCMD
-100.0%
+185.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | +2.7% | +1.4% | +1.4% | +2.7% |
| 30D | +16.6% | -29.9% | +46.4% | +16.6% |
| 3M | +8.1% | -54.9% | +62.9% | +8.2% |
| 6M | +19.3% | -99.7% | +119.0% | +22.8% |
| YTD | +31.1% | -99.9% | +130.9% | +36.0% |
| 1Y | +32.8% | -99.9% | +132.7% | +38.4% |
| 3Y | +135.8% | -100.0% | +235.8% | +147.8% |
| 5Y | +85.1% | -100.0% | +185.1% | +97.5% |
| All | +85.1% | -100.0% | +185.1% | +97.5% |
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