+303.6%
SIMO vs ZCMD
-100.0%
+403.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.6% | +6.2% |
| 7D | +14.6% | -1.4% | +16.0% | +14.6% |
| 30D | +6.2% | -21.6% | +27.8% | +6.6% |
| 3M | +3.6% | -67.4% | +70.9% | +1.6% |
| 6M | +130.8% | -99.4% | +230.2% | +135.4% |
| YTD | +195.8% | -99.7% | +295.5% | +203.2% |
| 1Y | +225.0% | -99.9% | +324.9% | +234.9% |
| 3Y | +452.3% | -100.0% | +552.3% | +483.0% |
| 5Y | +303.6% | -100.0% | +403.6% | +324.9% |
| All | +303.6% | -100.0% | +403.6% | +324.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling