+112.1%
ZIM vs SPY
+81.8%
+30.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.9% |
| 7D | +11.4% | +0.5% | +10.8% | +10.5% |
| 30D | +11.8% | -0.9% | +12.8% | +13.1% |
| 3M | +17.7% | +3.9% | +13.8% | +11.9% |
| 6M | +11.8% | +14.5% | -2.7% | -6.2% |
| YTD | +46.5% | +12.9% | +33.5% | +25.3% |
| 1Y | +132.4% | +19.4% | +113.0% | +86.1% |
| 3Y | +339.6% | +78.5% | +261.1% | +114.9% |
| 5Y | +112.1% | +81.8% | +30.4% | +5.0% |
| All | +112.1% | +81.8% | +30.3% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling