-98.0%
SPXS vs ZCMD
-100.0%
+2.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +1.5% |
| 7D | +1.2% | -4.1% | +5.4% | +1.1% |
| 30D | +5.2% | -22.7% | +27.9% | +4.7% |
| 3M | -9.2% | -62.5% | +53.3% | -7.4% |
| 6M | -29.6% | -99.5% | +69.9% | -34.6% |
| YTD | -27.6% | -99.7% | +72.1% | -34.1% |
| 1Y | -36.7% | -99.9% | +63.2% | -43.9% |
| 3Y | -79.8% | -100.0% | +20.2% | -84.1% |
| 5Y | -85.9% | -100.0% | +14.1% | -88.9% |
| 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 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