+70.4%
SO vs ZCMD
-100.0%
+170.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.0% |
| 30D | -3.2% | -21.6% | +18.4% | -3.2% |
| 3M | -1.7% | -67.4% | +65.7% | -1.7% |
| 6M | -7.2% | -99.4% | +92.2% | -6.4% |
| YTD | +4.6% | -99.7% | +104.3% | +5.5% |
| 1Y | +1.2% | -99.9% | +101.1% | +2.2% |
| 3Y | +45.3% | -100.0% | +145.3% | +48.7% |
| 5Y | +58.7% | -100.0% | +158.7% | +62.4% |
| All | +70.4% | -100.0% | +170.4% | +80.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling