+252.8%
SPOT vs Z
-38.8%
+291.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.5% |
| 7D | -3.1% | -6.0% | +3.0% | -1.2% |
| 30D | +7.4% | -2.3% | +9.7% | +7.8% |
| 3M | +8.2% | -0.6% | +8.8% | +7.6% |
| 6M | +2.2% | -27.6% | +29.8% | +11.7% |
| YTD | -9.5% | -52.4% | +42.9% | +12.1% |
| 1Y | -23.8% | -63.6% | +39.8% | +2.0% |
| 3Y | +233.5% | -36.4% | +269.9% | +249.5% |
| 5Y | +112.2% | -64.6% | +176.8% | +145.4% |
| All | +252.8% | -38.8% | +291.7% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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