+79.2%
SO vs ZCMD
-100.0%
+179.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.2% |
| 7D | +1.4% | -7.7% | +9.0% | +1.4% |
| 30D | +4.7% | -34.8% | +39.5% | +4.8% |
| 3M | +1.7% | -56.3% | +58.0% | +1.8% |
| 6M | +2.2% | -99.7% | +101.8% | +3.1% |
| YTD | +10.0% | -99.9% | +109.8% | +11.0% |
| 1Y | +6.0% | -99.9% | +106.0% | +7.1% |
| 3Y | +54.1% | -100.0% | +154.1% | +57.5% |
| 5Y | +79.6% | -100.0% | +179.6% | +84.6% |
| All | +79.2% | -100.0% | +179.2% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling