-18.4%
ZYME vs SPY
+79.8%
-98.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.1% |
| 7D | -11.6% | -2.0% | -9.6% | -9.9% |
| 30D | +8.7% | -1.7% | +10.3% | +10.4% |
| 3M | +15.7% | +4.7% | +11.0% | +10.8% |
| 6M | +3.8% | +12.5% | -8.7% | -6.7% |
| YTD | +0.4% | +11.7% | -11.3% | -9.4% |
| 1Y | +74.0% | +17.5% | +56.5% | +49.8% |
| 3Y | +271.3% | +76.6% | +194.7% | +120.2% |
| 5Y | -18.4% | +82.0% | -100.4% | -51.0% |
| All | -18.4% | +79.8% | -98.2% | -51.0% |
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