+174.6%
SMTC vs ZCMD
-99.9%
+274.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +19.8% |
| 3M | +2.2% | -62.8% | +65.0% | +1.1% |
| 6M | +94.9% | -99.5% | +194.4% | +101.9% |
| YTD | +127.0% | -99.8% | +226.7% | +134.0% |
| 1Y | +174.6% | -99.9% | +274.5% | +185.8% |
| All | +174.6% | -99.9% | +274.5% | +185.8% |
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