+147.0%
SPG vs ZCMD
-100.0%
+247.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.0% |
| 3M | +8.1% | -54.9% | +62.9% | +9.0% |
| 6M | +19.3% | -99.7% | +119.0% | +29.7% |
| YTD | +31.1% | -99.9% | +130.9% | +45.8% |
| 1Y | +32.8% | -99.9% | +132.7% | +49.6% |
| 3Y | +135.8% | -100.0% | +235.8% | +191.6% |
| 5Y | +85.1% | -100.0% | +185.1% | +135.6% |
| All | +147.0% | -100.0% | +247.0% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling