+508.2%
SM vs ZCMD
-100.0%
+608.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +2.1% | -2.0% | +4.2% | +2.2% |
| 30D | +18.1% | -19.8% | +37.9% | +18.8% |
| 3M | +17.0% | -62.1% | +79.0% | +13.9% |
| 6M | +55.4% | -99.5% | +154.9% | +78.2% |
| YTD | +108.6% | -99.7% | +208.3% | +148.6% |
| 1Y | +45.7% | -99.9% | +145.6% | +82.5% |
| 3Y | -0.3% | -100.0% | +99.7% | +51.6% |
| 5Y | +113.0% | -100.0% | +213.0% | +221.9% |
| All | +508.2% | -100.0% | +608.2% | +2,961.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling