+150.5%
SPMO vs ZCMD
-100.0%
+250.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.6% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.9% | -24.8% | +22.9% | -1.8% |
| 3M | -1.4% | -62.8% | +61.4% | -1.7% |
| 6M | +25.5% | -99.5% | +125.0% | +24.2% |
| YTD | +24.8% | -99.8% | +124.6% | +23.5% |
| 1Y | +24.5% | -99.9% | +124.4% | +22.8% |
| 3Y | +157.1% | -100.0% | +257.1% | +154.7% |
| All | +150.5% | -100.0% | +250.5% | +145.9% |
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