+445.6%
SITM vs ZCMD
-100.0%
+545.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.1% |
| 7D | +4.8% | -2.0% | +6.9% | +4.9% |
| 30D | -9.7% | -19.8% | +10.1% | -9.5% |
| 3M | -9.3% | -62.1% | +52.7% | -10.2% |
| 6M | +69.5% | -99.5% | +169.0% | +70.4% |
| YTD | +70.5% | -99.7% | +170.3% | +71.1% |
| 1Y | +145.3% | -99.9% | +245.1% | +147.0% |
| All | +445.6% | -100.0% | +545.6% | +428.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling