-98.0%
SPXU 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 | +1.3% | -4.1% | +5.4% | +1.2% |
| 30D | +5.1% | -22.7% | +27.8% | +4.6% |
| 3M | -9.1% | -62.5% | +53.4% | -7.4% |
| 6M | -29.6% | -99.5% | +69.9% | -34.5% |
| YTD | -27.7% | -99.7% | +72.1% | -34.1% |
| 1Y | -37.0% | -99.9% | +62.9% | -44.0% |
| 3Y | -80.2% | -100.0% | +19.8% | -84.2% |
| 5Y | -86.0% | -100.0% | +14.0% | -89.0% |
| 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