+318.0%
SPYM vs ZBRA
+435.2%
-117.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -0.8% | -3.4% | +2.6% | +0.2% |
| 30D | -1.1% | -7.4% | +6.3% | +1.0% |
| 3M | +3.9% | +57.5% | -53.6% | -10.1% |
| 6M | +13.6% | +64.0% | -50.4% | -3.6% |
| YTD | +12.7% | +44.3% | -31.6% | -1.4% |
| 1Y | +17.6% | +10.9% | +6.7% | +10.6% |
| 3Y | +77.2% | +37.5% | +39.7% | +50.1% |
| 5Y | +84.1% | -39.7% | +123.8% | +95.0% |
| All | +318.0% | +435.2% | -117.2% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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