+169.9%
SPYM vs ZCMD
-100.0%
+269.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | -0.9% | -21.6% | +20.7% | -0.8% |
| 3M | +3.9% | -67.4% | +71.3% | +3.4% |
| 6M | +14.5% | -99.4% | +114.0% | +17.3% |
| YTD | +13.0% | -99.7% | +112.7% | +16.7% |
| 1Y | +19.4% | -99.9% | +119.3% | +24.4% |
| 3Y | +78.9% | -100.0% | +178.9% | +93.2% |
| 5Y | +82.3% | -100.0% | +182.3% | +97.1% |
| All | +169.9% | -100.0% | +269.9% | +221.5% |
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