+895.4%
ZIM vs SPY
+110.9%
+784.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.5% |
| 7D | -1.5% | -2.7% | +1.2% | +1.6% |
| 30D | -6.8% | -5.4% | -1.4% | -0.5% |
| 3M | +6.0% | -4.1% | +10.0% | +11.2% |
| 6M | +0.4% | +0.7% | -0.3% | -1.3% |
| YTD | +36.1% | +8.7% | +27.4% | +21.6% |
| 1Y | +97.1% | +10.9% | +86.2% | +71.8% |
| 3Y | +503.7% | +75.0% | +428.7% | +198.7% |
| 5Y | +119.2% | +67.8% | +51.4% | +18.0% |
| All | +895.4% | +110.9% | +784.5% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling