-100.0%
ZCMD vs SBAC
-11.3%
-88.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -2.2% |
| 7D | -2.0% | -5.3% | +3.2% | -2.9% |
| 30D | -19.8% | +0.4% | -20.2% | -19.7% |
| 3M | -62.1% | -11.9% | -50.2% | -62.4% |
| 6M | -99.5% | -4.5% | -95.0% | -99.5% |
| YTD | -99.7% | -4.3% | -95.4% | -99.7% |
| 1Y | -99.9% | -3.9% | -96.0% | -99.9% |
| All | -100.0% | -11.3% | -88.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling