-14.4%
SMR vs ZCMD
-100.0%
+85.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -7.1% | -8.6% | -15.7% |
| 7D | -11.2% | -5.4% | -5.8% | -11.3% |
| 30D | -10.2% | -24.8% | +14.6% | -10.4% |
| 3M | -10.0% | -62.8% | +52.8% | -9.2% |
| 6M | -30.5% | -99.5% | +69.1% | -36.1% |
| YTD | -39.2% | -99.8% | +60.5% | -45.1% |
| 1Y | -75.5% | -99.9% | +24.4% | -78.5% |
| 3Y | +45.4% | -100.0% | +145.4% | +27.7% |
| All | -14.4% | -100.0% | +85.6% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling