+205.0%
SPYG vs ZCMD
-100.0%
+305.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +0.9% |
| 7D | -0.9% | -5.4% | +4.5% | -0.8% |
| 30D | -1.5% | -24.8% | +23.3% | -1.3% |
| 3M | +3.7% | -62.8% | +66.5% | +3.1% |
| 6M | +16.4% | -99.5% | +116.0% | +19.0% |
| YTD | +13.3% | -99.8% | +113.1% | +16.6% |
| 1Y | +17.9% | -99.9% | +117.8% | +22.3% |
| 3Y | +98.3% | -100.0% | +198.3% | +113.7% |
| 5Y | +86.4% | -100.0% | +186.4% | +101.5% |
| All | +205.0% | -100.0% | +305.0% | +263.9% |
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