-79.1%
SPXS vs ZCMD
-100.0%
+20.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +1.8% |
| 7D | +6.4% | -2.0% | +8.4% | +6.4% |
| 30D | +6.0% | -19.8% | +25.8% | +5.8% |
| 3M | -11.6% | -62.1% | +50.4% | -10.8% |
| 6M | -28.7% | -99.5% | +70.8% | -29.2% |
| YTD | -26.3% | -99.7% | +73.5% | -27.0% |
| 1Y | -34.9% | -99.9% | +65.0% | -35.6% |
| All | -79.1% | -100.0% | +20.9% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling