+783.9%
SMH vs ZCMD
-100.0%
+883.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | 0.0% |
| 7D | +4.3% | -4.1% | +8.5% | +4.4% |
| 30D | +0.9% | -22.7% | +23.6% | +1.1% |
| 3M | -2.8% | -62.5% | +59.7% | -3.8% |
| 6M | +45.6% | -99.5% | +145.1% | +48.9% |
| YTD | +59.5% | -99.7% | +159.2% | +64.4% |
| 1Y | +93.4% | -99.9% | +193.3% | +101.4% |
| 3Y | +287.1% | -100.0% | +387.1% | +329.5% |
| 5Y | +338.0% | -100.0% | +438.0% | +387.6% |
| All | +783.9% | -100.0% | +883.9% | +1,078.8% |
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