+944.9%
ZIM vs SPY
+116.4%
+828.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +5.0% | +2.6% | +2.4% | +1.8% |
| 30D | -1.7% | -2.0% | +0.3% | +0.6% |
| 3M | +9.4% | -2.8% | +12.2% | +12.9% |
| 6M | +13.9% | +2.1% | +11.8% | +10.2% |
| YTD | +42.9% | +11.5% | +31.4% | +23.7% |
| 1Y | +89.4% | +13.5% | +76.0% | +60.7% |
| 3Y | +587.9% | +77.7% | +510.2% | +234.7% |
| 5Y | +129.4% | +72.6% | +56.8% | +19.2% |
| All | +944.9% | +116.4% | +828.5% | +317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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