+96.7%
SPYG vs ZCMD
-100.0%
+196.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -1.8% | -2.0% | +0.2% | -1.8% |
| 30D | -1.9% | -19.8% | +17.9% | -1.9% |
| 3M | +5.2% | -62.1% | +67.2% | +4.8% |
| 6M | +15.6% | -99.5% | +115.0% | +15.1% |
| YTD | +12.4% | -99.7% | +112.2% | +11.9% |
| 1Y | +17.5% | -99.9% | +117.3% | +16.8% |
| All | +96.7% | -100.0% | +196.7% | +97.0% |
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