+331.4%
SPY vs Z
+10.9%
+320.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.8% |
| 7D | +0.1% | -5.2% | +5.2% | +0.8% |
| 30D | -3.3% | +5.7% | -9.0% | -4.5% |
| 3M | -2.4% | -8.7% | +6.3% | -1.7% |
| 6M | +2.6% | -26.0% | +28.5% | +6.2% |
| YTD | +11.2% | -55.0% | +66.3% | +23.5% |
| 1Y | +13.4% | -58.0% | +71.4% | +27.0% |
| 3Y | +79.9% | -15.2% | +95.1% | +76.0% |
| 5Y | +72.2% | -53.8% | +126.0% | +77.2% |
| 10Y | +307.3% | -14.5% | +321.8% | +244.5% |
| All | +331.4% | +10.9% | +320.5% | +245.2% |
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