+286.1%
SMTC vs ZCMD
-100.0%
+386.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.4% | +10.0% |
| 7D | +22.9% | -1.4% | +24.3% | +23.0% |
| 30D | +16.6% | -21.6% | +38.2% | +17.1% |
| 3M | +2.4% | -67.4% | +69.8% | +1.0% |
| 6M | +98.3% | -99.4% | +197.7% | +108.9% |
| YTD | +120.7% | -99.7% | +220.4% | +136.4% |
| 1Y | +168.3% | -99.9% | +268.1% | +192.6% |
| 3Y | +571.7% | -100.0% | +671.7% | +687.4% |
| 5Y | +114.0% | -100.0% | +214.0% | +150.8% |
| All | +286.1% | -100.0% | +386.1% | +548.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling