+44.4%
SITM vs ZCMD
-99.9%
+144.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.3% | -9.3% |
| 7D | -19.5% | -13.3% | -6.2% | -19.3% |
| 30D | -43.2% | -49.6% | +6.4% | -42.4% |
| 3M | -30.8% | -54.6% | +23.8% | -29.9% |
| 6M | -28.6% | -99.8% | +71.2% | -25.4% |
| YTD | +14.2% | -99.9% | +114.0% | +15.3% |
| 1Y | +44.4% | -99.9% | +144.3% | +59.5% |
| All | +44.4% | -99.9% | +144.3% | +59.5% |
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 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