+264.0%
SPOT vs Z
-34.9%
+298.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -2.5% |
| 7D | -0.9% | -3.0% | +2.1% | 0.0% |
| 30D | +12.5% | -4.2% | +16.7% | +13.7% |
| 3M | +9.9% | -3.7% | +13.6% | +10.4% |
| 6M | +1.6% | -24.5% | +26.1% | +9.6% |
| YTD | -6.6% | -49.3% | +42.7% | +13.5% |
| 1Y | -22.9% | -58.7% | +35.7% | -1.0% |
| 3Y | +244.3% | -34.1% | +278.4% | +257.5% |
| 5Y | +117.8% | -64.5% | +182.4% | +151.2% |
| All | +264.0% | -34.9% | +298.9% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling