-100.0%
ZCMD vs SBAC
-29.5%
-70.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.7% |
| 7D | -8.0% | -0.8% | -7.2% | -8.0% |
| 30D | -27.9% | +6.9% | -34.8% | -28.0% |
| 3M | -74.6% | -8.2% | -66.4% | -74.5% |
| 6M | -99.5% | -1.6% | -97.8% | -99.5% |
| YTD | -99.7% | -0.1% | -99.6% | -99.7% |
| 1Y | -99.9% | -0.5% | -99.4% | -99.9% |
| 3Y | -100.0% | -9.1% | -90.9% | -100.0% |
| 5Y | -100.0% | -43.8% | -56.2% | -100.0% |
| All | -100.0% | -29.5% | -70.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling