+82.6%
SPYM vs ZBH
-31.2%
+113.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | -2.0% | -6.6% | +4.6% | -0.4% |
| 30D | -1.6% | -4.9% | +3.3% | -0.5% |
| 3M | +4.7% | +5.1% | -0.4% | +3.0% |
| 6M | +12.6% | +1.3% | +11.2% | +11.4% |
| YTD | +11.8% | +3.4% | +8.4% | +9.8% |
| 1Y | +17.5% | -8.7% | +26.2% | +18.7% |
| 3Y | +77.0% | -21.2% | +98.2% | +85.2% |
| 5Y | +82.6% | -29.2% | +111.8% | +87.6% |
| All | +82.6% | -31.2% | +113.8% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling