+318.0%
SPYM vs ZBH
-16.2%
+334.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.8% | -4.7% | +3.9% | +0.7% |
| 30D | -1.1% | -4.5% | +3.4% | +0.3% |
| 3M | +3.9% | +7.6% | -3.7% | +0.9% |
| 6M | +13.6% | +0.3% | +13.3% | +12.4% |
| YTD | +12.7% | +4.5% | +8.2% | +9.7% |
| 1Y | +17.6% | -9.4% | +27.0% | +19.1% |
| 3Y | +77.2% | -21.5% | +98.7% | +85.4% |
| 5Y | +84.1% | -28.4% | +112.5% | +95.8% |
| All | +318.0% | -16.2% | +334.2% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling