+185.2%
SITM vs ZCMD
-100.0%
+285.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -7.1% | +12.6% | +5.6% |
| 7D | +3.9% | -5.4% | +9.3% | +3.9% |
| 30D | -6.6% | -24.8% | +18.2% | -6.3% |
| 3M | -11.9% | -62.8% | +50.9% | -12.6% |
| 6M | +81.1% | -99.5% | +180.7% | +80.6% |
| YTD | +80.0% | -99.8% | +179.7% | +78.8% |
| 1Y | +145.8% | -99.9% | +245.7% | +144.6% |
| 3Y | +475.9% | -100.0% | +575.9% | +462.1% |
| All | +185.2% | -100.0% | +285.2% | +173.8% |
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 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