+48.3%
SRE vs ZCMD
-100.0%
+148.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -0.7% | -2.0% | +1.4% | -0.7% |
| 30D | -1.7% | -19.8% | +18.1% | -1.6% |
| 3M | -7.1% | -62.1% | +55.0% | -7.4% |
| 6M | -8.4% | -99.5% | +91.1% | -7.6% |
| YTD | -3.5% | -99.7% | +96.2% | -2.7% |
| 1Y | +5.4% | -99.9% | +105.3% | +6.3% |
| 3Y | +29.5% | -100.0% | +129.5% | +29.9% |
| 5Y | +48.3% | -100.0% | +148.3% | +49.0% |
| All | +48.3% | -100.0% | +148.3% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling