+2,075.0%
SITM vs ZCMD
-100.0%
+2,175.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.6% |
| 7D | +3.7% | -4.1% | +7.8% | +3.8% |
| 30D | -14.5% | -22.7% | +8.2% | -14.1% |
| 3M | -10.6% | -62.5% | +51.9% | -11.9% |
| 6M | +65.5% | -99.5% | +165.0% | +73.4% |
| YTD | +67.0% | -99.7% | +166.7% | +76.8% |
| 1Y | +138.6% | -99.9% | +238.5% | +157.6% |
| 3Y | +421.8% | -100.0% | +521.8% | +501.1% |
| 5Y | +172.4% | -100.0% | +272.4% | +214.2% |
| All | +2,075.0% | -100.0% | +2,175.0% | +2,475.3% |
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