+108.8%
ZYME vs SPY
+269.0%
-160.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.0% |
| 7D | -12.6% | -0.4% | -12.2% | -12.3% |
| 30D | +12.4% | -1.4% | +13.8% | +13.8% |
| 3M | +16.7% | +3.7% | +13.0% | +12.7% |
| 6M | +12.0% | +13.0% | -1.0% | +0.1% |
| YTD | +3.1% | +12.4% | -9.3% | -7.6% |
| 1Y | +78.3% | +18.5% | +59.7% | +51.9% |
| 3Y | +281.3% | +77.6% | +203.7% | +123.3% |
| 5Y | -15.5% | +81.7% | -97.2% | -51.4% |
| All | +108.8% | +269.0% | -160.1% | -36.6% |
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 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