+206.7%
SFM vs ZCMD
-100.0%
+306.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +1.6% |
| 7D | -0.4% | -2.9% | +2.5% | -0.4% |
| 30D | -19.2% | -28.5% | +9.2% | -19.2% |
| 3M | -40.3% | -56.5% | +16.2% | -40.2% |
| 6M | -40.9% | -99.7% | +58.8% | -38.4% |
| YTD | -35.5% | -99.9% | +64.4% | -32.4% |
| 1Y | -37.4% | -99.9% | +62.5% | -34.2% |
| 3Y | +25.5% | -100.0% | +125.5% | +32.3% |
| 5Y | +113.0% | -100.0% | +213.0% | +124.4% |
| All | +206.7% | -100.0% | +306.7% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling