+980.0%
SMCI vs ZCMD
-100.0%
+1,080.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -7.1% | +14.3% | +7.4% |
| 7D | +1.3% | -5.4% | +6.7% | +1.4% |
| 30D | +6.6% | -24.8% | +31.4% | +7.0% |
| 3M | +25.4% | -62.8% | +88.2% | +24.5% |
| 6M | +26.1% | -99.5% | +125.7% | +15.8% |
| YTD | +37.0% | -99.8% | +136.8% | +24.6% |
| 1Y | -8.8% | -99.9% | +91.1% | -18.5% |
| 3Y | +44.6% | -100.0% | +144.6% | +37.7% |
| All | +980.0% | -100.0% | +1,080.0% | +898.1% |
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