+354.4%
SFM vs ZCMD
-100.0%
+454.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.5% |
| 7D | -5.8% | -1.4% | -4.4% | -5.8% |
| 30D | -11.4% | -21.6% | +10.2% | -11.3% |
| 3M | -12.2% | -67.4% | +55.2% | -11.9% |
| 6M | -5.2% | -99.4% | +94.3% | -1.4% |
| YTD | -4.5% | -99.7% | +95.3% | +0.1% |
| 1Y | -45.4% | -99.9% | +54.5% | -42.5% |
| 3Y | +91.1% | -100.0% | +191.1% | +101.4% |
| 5Y | +226.8% | -100.0% | +326.8% | +244.6% |
| All | +354.4% | -100.0% | +454.4% | +393.6% |
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