+68.0%
SO vs ZCMD
-100.0%
+168.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -1.1% | -2.0% | +0.9% | -1.1% |
| 30D | -3.7% | -19.8% | +16.1% | -3.7% |
| 3M | -5.9% | -62.1% | +56.2% | -5.9% |
| 6M | -7.3% | -99.5% | +92.2% | -6.5% |
| YTD | +3.1% | -99.7% | +102.8% | +4.0% |
| 1Y | -1.0% | -99.9% | +98.9% | -0.1% |
| 3Y | +43.2% | -100.0% | +143.2% | +46.6% |
| 5Y | +59.1% | -100.0% | +159.1% | +62.9% |
| All | +68.0% | -100.0% | +168.0% | +77.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling