+480.4%
SM vs ZCMD
-100.0%
+580.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.4% |
| 7D | +0.1% | -8.0% | +8.1% | +0.4% |
| 30D | +26.3% | -27.9% | +54.2% | +27.4% |
| 3M | +8.7% | -74.6% | +83.3% | +7.9% |
| 6M | +51.7% | -99.5% | +151.1% | +72.8% |
| YTD | +99.0% | -99.7% | +198.8% | +137.4% |
| 1Y | +34.6% | -99.9% | +134.5% | +68.0% |
| 3Y | -7.8% | -100.0% | +92.2% | +40.7% |
| 5Y | +104.8% | -100.0% | +204.8% | +213.6% |
| All | +480.4% | -100.0% | +580.4% | +2,823.7% |
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