+77.1%
SO vs ZCMD
-100.0%
+177.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.2% | -1.5% |
| 7D | -0.9% | -2.9% | +2.0% | -0.9% |
| 30D | +4.9% | -28.5% | +33.4% | +5.0% |
| 3M | +0.8% | -56.5% | +57.3% | +0.9% |
| 6M | +0.6% | -99.7% | +100.2% | +1.5% |
| YTD | +8.7% | -99.9% | +108.5% | +9.7% |
| 1Y | +4.0% | -99.9% | +103.9% | +5.0% |
| 3Y | +50.6% | -100.0% | +150.6% | +53.9% |
| 5Y | +77.5% | -100.0% | +177.5% | +82.4% |
| All | +77.1% | -100.0% | +177.1% | +87.3% |
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