-98.0%
SPXS vs ZCMD
-100.0%
+2.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.1% | +4.7% | -2.6% |
| 7D | +2.5% | -5.4% | +7.9% | +2.4% |
| 30D | +4.2% | -24.8% | +29.0% | +3.7% |
| 3M | -9.3% | -62.8% | +53.5% | -7.5% |
| 6M | -30.7% | -99.5% | +68.8% | -35.9% |
| YTD | -28.1% | -99.8% | +71.7% | -34.7% |
| 1Y | -35.1% | -99.9% | +64.8% | -42.6% |
| 3Y | -79.6% | -100.0% | +20.4% | -83.9% |
| 5Y | -86.3% | -100.0% | +13.7% | -89.3% |
| All | -98.0% | -100.0% | +2.0% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling