-100.0%
ZCMD vs SUI
-14.0%
-86.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +1.4% | -2.4% | +3.8% | +1.4% |
| 30D | -29.9% | +3.3% | -33.2% | -29.9% |
| 3M | -54.9% | +0.7% | -55.5% | -54.9% |
| 6M | -99.7% | -4.1% | -95.5% | -99.7% |
| YTD | -99.9% | -1.8% | -98.0% | -99.9% |
| 1Y | -99.9% | -4.1% | -95.9% | -99.9% |
| 3Y | -100.0% | +17.4% | -117.4% | -100.0% |
| 5Y | -100.0% | -27.0% | -73.0% | -100.0% |
| All | -100.0% | -14.0% | -86.0% | -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