-23.0%
Z vs SM
+2.6%
-25.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -15.3% | +24.7% | +6.0% |
| 7D | +10.2% | -21.5% | +31.7% | +5.5% |
| 30D | +23.7% | -11.4% | +35.1% | +20.3% |
| 3M | -6.6% | +0.6% | -7.2% | -6.9% |
| 6M | -23.0% | +0.2% | -23.3% | -23.2% |
| All | -23.0% | +2.6% | -25.6% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling