+327.2%
SMH vs ZCMD
-100.0%
+427.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.1% | +8.5% | +1.5% |
| 7D | +0.3% | -5.4% | +5.7% | +0.3% |
| 30D | -2.8% | -24.8% | +22.0% | -2.6% |
| 3M | -6.7% | -62.8% | +56.1% | -7.1% |
| 6M | +41.8% | -99.5% | +141.3% | +39.3% |
| YTD | +57.9% | -99.8% | +157.6% | +54.7% |
| 1Y | +87.6% | -99.9% | +187.5% | +83.0% |
| 3Y | +282.9% | -100.0% | +382.9% | +278.6% |
| All | +327.2% | -100.0% | +427.2% | +319.3% |
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