+87.6%
SMH vs ZCMD
-99.9%
+187.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.1% | +8.5% | +1.6% |
| 7D | +0.3% | -5.4% | +5.7% | +0.3% |
| 30D | -2.8% | -24.8% | +22.0% | -2.5% |
| 3M | -6.7% | -62.8% | +56.1% | -7.5% |
| 6M | +41.8% | -99.5% | +141.3% | +42.7% |
| YTD | +57.9% | -99.8% | +157.6% | +59.5% |
| 1Y | +87.6% | -99.9% | +187.5% | +91.0% |
| All | +87.6% | -99.9% | +187.5% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling