+16.1%
ZAUG vs SPY
+41.9%
-25.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.4% | +0.5% | -0.2% | +0.3% |
| 30D | 0.0% | -0.9% | +1.0% | +0.2% |
| 3M | +1.6% | +3.9% | -2.3% | +0.7% |
| 6M | +4.1% | +14.5% | -10.4% | +1.0% |
| YTD | +4.4% | +12.9% | -8.5% | +1.5% |
| 1Y | +6.1% | +19.4% | -13.3% | +1.8% |
| All | +16.1% | +41.9% | -25.8% | +6.8% |
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