+339.6%
ZIM vs SPY
+78.7%
+260.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.9% |
| 7D | +11.4% | +0.5% | +10.8% | +10.6% |
| 30D | +11.8% | -0.9% | +12.8% | +13.0% |
| 3M | +17.7% | +3.9% | +13.8% | +12.1% |
| 6M | +11.8% | +14.5% | -2.7% | -5.9% |
| YTD | +46.5% | +12.9% | +33.5% | +25.7% |
| 1Y | +132.4% | +19.4% | +113.0% | +86.8% |
| 3Y | +339.6% | +78.5% | +261.1% | +142.6% |
| All | +339.6% | +78.7% | +260.9% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling