-53.6%
Z vs SM
+70.4%
-124.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -15.3% | +24.7% | +6.6% |
| 7D | +10.2% | -21.5% | +31.7% | +6.2% |
| 30D | +23.7% | -11.4% | +35.1% | +21.1% |
| 3M | -6.6% | +0.6% | -7.2% | -6.5% |
| 6M | -23.0% | +0.2% | -23.3% | -22.4% |
| YTD | -50.3% | +69.7% | -120.0% | -49.1% |
| 1Y | -53.6% | +71.6% | -125.1% | -52.2% |
| All | -53.6% | +70.4% | -124.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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