+112.6%
SPOT vs Z
-65.8%
+178.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -6.5% | -7.1% | +0.6% | -4.0% |
| 30D | +2.2% | -4.8% | +7.0% | +3.7% |
| 3M | +5.4% | -9.3% | +14.7% | +8.2% |
| 6M | -4.0% | -29.0% | +25.0% | +7.0% |
| YTD | -9.9% | -52.9% | +42.9% | +15.6% |
| 1Y | -27.3% | -63.1% | +35.9% | +1.3% |
| 3Y | +236.4% | -36.9% | +273.3% | +249.4% |
| 5Y | +112.6% | -65.5% | +178.1% | +116.3% |
| All | +112.6% | -65.8% | +178.4% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling