-100.0%
ZCMD vs SBAC
-39.6%
-60.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.1% |
| 7D | -7.7% | +0.6% | -8.3% | -7.6% |
| 30D | -34.8% | +5.5% | -40.3% | -34.5% |
| 3M | -56.3% | +3.1% | -59.4% | -56.1% |
| 6M | -99.7% | -7.0% | -92.7% | -99.7% |
| YTD | -99.9% | +0.5% | -100.4% | -99.9% |
| 1Y | -99.9% | +0.2% | -100.1% | -99.9% |
| 3Y | -100.0% | -7.4% | -92.6% | -100.0% |
| All | -100.0% | -39.6% | -60.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling