-75.5%
SMR vs ZCMD
-99.9%
+24.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -7.1% | -8.6% | -15.7% |
| 7D | -11.2% | -5.4% | -5.8% | -11.2% |
| 30D | -10.2% | -24.8% | +14.6% | -10.2% |
| 3M | -10.0% | -62.8% | +52.8% | -10.2% |
| 6M | -30.5% | -99.5% | +69.1% | -36.2% |
| YTD | -39.2% | -99.8% | +60.5% | -43.9% |
| 1Y | -75.5% | -99.9% | +24.4% | -79.6% |
| All | -75.5% | -99.9% | +24.4% | -79.6% |
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 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