+628.4%
SIMO vs ZCMD
-100.0%
+728.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.7% | +12.4% | +8.8% |
| 7D | +4.2% | -8.0% | +12.2% | +4.5% |
| 30D | +4.1% | -27.9% | +32.0% | +4.8% |
| 3M | -12.9% | -74.6% | +61.7% | -14.1% |
| 6M | +110.3% | -99.5% | +209.8% | +120.1% |
| YTD | +178.6% | -99.7% | +278.3% | +195.4% |
| 1Y | +220.0% | -99.9% | +319.9% | +243.9% |
| 3Y | +409.0% | -100.0% | +509.0% | +479.5% |
| 5Y | +277.3% | -100.0% | +377.3% | +333.9% |
| All | +628.4% | -100.0% | +728.4% | +822.5% |
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