+235.5%
SIMO vs ZCMD
-99.9%
+335.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.9% |
| 7D | +14.5% | -4.1% | +18.6% | +14.7% |
| 30D | +20.4% | -22.7% | +43.1% | +21.2% |
| 3M | +7.1% | -62.5% | +69.6% | +4.1% |
| 6M | +129.2% | -99.5% | +228.7% | +151.4% |
| YTD | +201.9% | -99.7% | +301.7% | +235.4% |
| 1Y | +235.5% | -99.9% | +335.4% | +294.8% |
| All | +235.5% | -99.9% | +335.4% | +294.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling