-16.1%
Z vs SPY
+312.9%
-328.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.9% |
| 7D | -4.6% | -2.7% | -1.9% | -0.5% |
| 30D | +8.3% | -5.4% | +13.7% | +17.0% |
| 3M | -11.6% | -4.1% | -7.5% | -6.0% |
| 6M | -33.6% | +0.7% | -34.3% | -34.3% |
| YTD | -56.7% | +8.7% | -65.4% | -61.3% |
| 1Y | -59.1% | +10.9% | -70.0% | -64.4% |
| 3Y | -20.4% | +75.0% | -95.4% | -62.6% |
| 5Y | -55.3% | +67.8% | -123.1% | -77.0% |
| All | -16.1% | +312.9% | -328.9% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling