+823.3%
SPYM vs ZBH
+67.0%
+756.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | +0.8% |
| 7D | +0.6% | -5.2% | +5.8% | +2.4% |
| 30D | -0.9% | -2.4% | +1.5% | -0.2% |
| 3M | +3.9% | +8.3% | -4.3% | +0.6% |
| 6M | +14.5% | +0.7% | +13.9% | +13.0% |
| YTD | +13.0% | +5.3% | +7.6% | +9.5% |
| 1Y | +19.4% | -9.1% | +28.5% | +20.8% |
| 3Y | +78.9% | -19.7% | +98.6% | +85.2% |
| 5Y | +82.3% | -31.3% | +113.6% | +96.8% |
| 10Y | +314.7% | -18.9% | +333.7% | +300.5% |
| All | +823.3% | +67.0% | +756.2% | +528.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling