+24.7%
Z vs SPY
+338.9%
-314.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -4.2% | +0.1% | -4.2% | -4.1% |
| 3M | -3.7% | +2.0% | -5.7% | -6.3% |
| 6M | -24.5% | +13.0% | -37.5% | -36.0% |
| YTD | -49.3% | +13.5% | -62.8% | -57.2% |
| 1Y | -58.7% | +20.0% | -78.6% | -67.7% |
| 3Y | -34.1% | +77.2% | -111.3% | -68.8% |
| 5Y | -64.5% | +81.9% | -146.4% | -83.3% |
| 10Y | -0.5% | +314.1% | -314.5% | -80.4% |
| All | +24.7% | +338.9% | -314.2% | -77.3% |
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