+581.2%
SMTC vs ZCMD
-100.0%
+681.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.9% |
| 7D | +17.5% | -2.0% | +19.6% | +17.5% |
| 30D | +21.3% | -19.8% | +41.1% | +21.5% |
| 3M | +3.1% | -62.1% | +65.2% | +2.3% |
| 6M | +81.7% | -99.5% | +181.2% | +80.8% |
| YTD | +115.9% | -99.7% | +215.7% | +114.2% |
| 1Y | +157.8% | -99.9% | +257.7% | +155.1% |
| All | +581.2% | -100.0% | +681.2% | +470.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling