+297.1%
SMTC vs ZCMD
-100.0%
+397.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.1% | +12.2% | +5.2% |
| 7D | +13.1% | -5.4% | +18.5% | +13.2% |
| 30D | +19.5% | -24.8% | +44.2% | +20.0% |
| 3M | +2.2% | -62.8% | +65.0% | +0.5% |
| 6M | +94.9% | -99.5% | +194.4% | +106.2% |
| YTD | +127.0% | -99.8% | +226.7% | +143.4% |
| 1Y | +174.6% | -99.9% | +274.5% | +200.7% |
| 3Y | +615.9% | -100.0% | +715.9% | +740.0% |
| 5Y | +125.6% | -100.0% | +225.6% | +165.4% |
| All | +297.1% | -100.0% | +397.1% | +567.6% |
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