-73.1%
SMR vs ZCMD
-99.9%
+26.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | -0.5% |
| 7D | +4.4% | -8.0% | +12.4% | +4.4% |
| 30D | +3.4% | -27.9% | +31.3% | +3.5% |
| 3M | -19.2% | -74.6% | +55.4% | -20.0% |
| 6M | -22.6% | -99.5% | +76.8% | -28.0% |
| YTD | -31.5% | -99.7% | +68.2% | -35.3% |
| 1Y | -73.1% | -99.9% | +26.8% | -76.7% |
| All | -73.1% | -99.9% | +26.8% | -76.7% |
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 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