+343.5%
SPYM vs Z
+25.1%
+318.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.1% | -3.0% | +3.1% | +0.6% |
| 30D | +0.1% | -4.2% | +4.2% | +0.5% |
| 3M | +2.0% | -3.7% | +5.7% | +2.1% |
| 6M | +13.1% | -24.5% | +37.6% | +17.1% |
| YTD | +13.6% | -49.3% | +62.9% | +24.6% |
| 1Y | +20.1% | -58.7% | +78.7% | +35.3% |
| 3Y | +77.6% | -34.1% | +111.7% | +81.2% |
| 5Y | +82.5% | -64.5% | +147.1% | +93.9% |
| 10Y | +317.6% | -0.5% | +318.1% | +245.8% |
| All | +343.5% | +25.1% | +318.4% | +246.9% |
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