+34.4%
ZALT vs SPY
+83.7%
-49.3%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.7% | -2.0% | +1.3% | 0.0% |
| 30D | -0.1% | -1.7% | +1.6% | +0.5% |
| 3M | +1.9% | +4.7% | -2.8% | +0.2% |
| 6M | +5.1% | +12.5% | -7.4% | +0.5% |
| YTD | +5.6% | +11.7% | -6.2% | +1.2% |
| 1Y | +8.5% | +17.5% | -9.0% | +2.0% |
| All | +34.4% | +83.7% | -49.3% | +7.0% |
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 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