-100.0%
ZCMD vs SUI
-15.3%
-84.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -1.4% | -3.1% | +1.7% | -1.3% |
| 30D | -21.6% | -2.3% | -19.3% | -21.6% |
| 3M | -67.4% | -2.8% | -64.5% | -67.5% |
| 6M | -99.4% | -12.4% | -87.1% | -99.4% |
| YTD | -99.7% | -3.3% | -96.4% | -99.7% |
| 1Y | -99.9% | -5.8% | -94.1% | -99.9% |
| 3Y | -100.0% | +12.5% | -112.5% | -100.0% |
| 5Y | -100.0% | -32.9% | -67.1% | -100.0% |
| All | -100.0% | -15.3% | -84.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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