+41.0%
SRE vs ZCMD
-100.0%
+140.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +1.4% | -1.4% | +2.8% | +1.4% |
| 30D | +1.9% | -21.6% | +23.5% | +2.1% |
| 3M | -3.3% | -67.4% | +64.1% | -3.7% |
| 6M | -6.4% | -99.4% | +93.0% | -4.3% |
| YTD | -1.8% | -99.7% | +97.9% | +0.9% |
| 1Y | +10.7% | -99.9% | +110.6% | +14.4% |
| 3Y | +31.8% | -100.0% | +131.8% | +39.2% |
| 5Y | +49.2% | -100.0% | +149.2% | +57.7% |
| All | +41.0% | -100.0% | +140.9% | +51.1% |
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