-30.4%
Z vs SM
-3.8%
-26.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.6% | -6.0% | -11.5% |
| 7D | -2.3% | -25.1% | +22.9% | -7.3% |
| 30D | +9.4% | -15.6% | +24.9% | +5.3% |
| 3M | -16.1% | +2.7% | -18.8% | -16.2% |
| 6M | -30.4% | -3.8% | -26.6% | -31.1% |
| All | -30.4% | -3.8% | -26.6% | -31.1% |
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