+34.0%
SYY vs ZCMD
-100.0%
+134.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.2% | +1.2% |
| 7D | +3.9% | -5.4% | +9.4% | +4.0% |
| 30D | -1.7% | -24.8% | +23.0% | -1.6% |
| 3M | +5.2% | -62.8% | +68.0% | +4.5% |
| 6M | -0.2% | -99.5% | +99.3% | +3.7% |
| YTD | +15.4% | -99.8% | +115.1% | +20.9% |
| 1Y | +5.6% | -99.9% | +105.5% | +12.4% |
| 3Y | +28.9% | -100.0% | +128.9% | +44.9% |
| 5Y | +24.1% | -100.0% | +124.1% | +39.8% |
| All | +34.0% | -100.0% | +134.0% | +72.5% |
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 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