+301.7%
SPOT vs Z
-45.8%
+347.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.0% |
| 7D | -2.6% | -4.9% | +2.3% | -1.1% |
| 30D | +13.5% | +3.0% | +10.5% | +11.9% |
| 3M | +22.2% | -13.4% | +35.7% | +26.7% |
| 6M | +38.3% | -27.3% | +65.6% | +50.5% |
| YTD | +3.1% | -57.8% | +60.8% | +31.7% |
| 1Y | -7.6% | -60.0% | +52.4% | +19.7% |
| 3Y | +250.0% | -21.5% | +271.6% | +238.6% |
| 5Y | +113.3% | -55.0% | +168.3% | +136.2% |
| All | +301.7% | -45.8% | +347.5% | +294.7% |
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