+78.9%
SPYM vs Z
-37.5%
+116.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.9% | +0.3% |
| 7D | +0.6% | -3.3% | +3.8% | +1.0% |
| 30D | -0.9% | -3.7% | +2.8% | -0.6% |
| 3M | +3.9% | -7.0% | +10.9% | +4.5% |
| 6M | +14.5% | -29.5% | +44.1% | +19.5% |
| YTD | +13.0% | -52.6% | +65.6% | +24.6% |
| 1Y | +19.4% | -64.0% | +83.4% | +37.1% |
| 3Y | +78.9% | -36.4% | +115.3% | +87.8% |
| All | +78.9% | -37.5% | +116.3% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling