+1.5%
SMR vs ZCMD
-100.0%
+101.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.8% | -5.6% |
| 7D | +4.7% | -2.0% | +6.8% | +4.7% |
| 30D | +3.2% | -19.8% | +23.1% | +3.1% |
| 3M | +9.9% | -62.1% | +72.0% | +10.8% |
| 6M | -15.1% | -99.5% | +84.4% | -22.0% |
| YTD | -27.9% | -99.7% | +71.8% | -34.8% |
| 1Y | -70.2% | -99.9% | +29.6% | -73.7% |
| 3Y | +72.5% | -100.0% | +172.5% | +51.6% |
| All | +1.5% | -100.0% | +101.5% | -10.5% |
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