+112.2%
SM vs ZCMD
-100.0%
+212.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.6% |
| 7D | -0.2% | -4.1% | +3.9% | -0.2% |
| 30D | +20.3% | -22.7% | +43.0% | +20.4% |
| 3M | +22.9% | -62.5% | +85.4% | +22.6% |
| 6M | +47.8% | -99.5% | +147.3% | +50.4% |
| YTD | +107.5% | -99.7% | +207.2% | +112.8% |
| 1Y | +51.7% | -99.9% | +151.6% | +57.2% |
| 3Y | -0.9% | -100.0% | +99.1% | +5.8% |
| 5Y | +112.2% | -100.0% | +212.2% | +144.6% |
| All | +112.2% | -100.0% | +212.2% | +144.6% |
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