+83.6%
SFM vs ZCMD
-100.0%
+183.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.0% | -7.9% | -3.9% |
| 7D | -7.2% | -4.1% | -3.0% | -7.2% |
| 30D | -14.3% | -22.7% | +8.4% | -14.3% |
| 3M | -13.7% | -62.5% | +48.8% | -13.4% |
| 6M | -6.0% | -99.5% | +93.4% | -1.5% |
| YTD | -8.2% | -99.7% | +91.5% | -3.0% |
| 1Y | -46.2% | -99.9% | +53.6% | -42.8% |
| All | +83.6% | -100.0% | +183.6% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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