-99.5%
ZCMD vs SARO
-17.8%
-81.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.4% |
| 7D | -2.0% | -4.0% | +2.0% | +0.1% |
| 30D | -19.8% | -16.1% | -3.7% | -11.2% |
| 3M | -62.1% | -4.5% | -57.5% | -60.2% |
| 6M | -99.5% | -17.0% | -82.4% | -99.4% |
| All | -99.5% | -17.8% | -81.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 6mo: compounded portfolio wealth divided by compounded SARO 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…
6mo analysis · Full analysis span regression · 6 months rolling