+9.2%
Z vs SPY
+318.8%
-309.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.4% | -6.2% | -4.8% |
| 7D | -2.3% | -4.7% | +2.5% | +4.7% |
| 30D | +9.4% | -5.9% | +15.3% | +18.8% |
| 3M | -16.1% | -4.5% | -11.6% | -10.4% |
| 6M | -30.4% | +1.8% | -32.2% | -32.1% |
| YTD | -55.6% | +8.3% | -63.9% | -60.0% |
| 1Y | -58.5% | +9.3% | -67.9% | -63.0% |
| 3Y | -19.6% | +74.9% | -94.5% | -61.2% |
| 5Y | -54.1% | +67.3% | -121.4% | -75.7% |
| 10Y | -12.1% | +311.6% | -323.6% | -82.2% |
| All | +9.2% | +318.8% | -309.6% | -78.8% |
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