+281.3%
SPMO vs ZCMD
-100.0%
+381.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.1% |
| 7D | +2.7% | -4.1% | +6.8% | +2.7% |
| 30D | +1.1% | -22.7% | +23.8% | +1.2% |
| 3M | +2.0% | -62.5% | +64.5% | +1.4% |
| 6M | +26.5% | -99.5% | +126.0% | +27.8% |
| YTD | +26.5% | -99.7% | +126.3% | +28.4% |
| 1Y | +27.9% | -99.9% | +127.8% | +30.5% |
| 3Y | +160.4% | -100.0% | +260.4% | +174.3% |
| 5Y | +151.5% | -100.0% | +251.5% | +165.5% |
| All | +281.3% | -100.0% | +381.3% | +327.7% |
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