-95.9%
ZBAO vs SPY
+51.1%
-147.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | -5.6% | -0.4% | -5.2% | -5.2% |
| 30D | -28.0% | -1.4% | -26.6% | -27.1% |
| 3M | -77.1% | +3.7% | -80.8% | -77.5% |
| 6M | -86.7% | +13.0% | -99.7% | -87.5% |
| YTD | -83.1% | +12.4% | -95.5% | -84.1% |
| 1Y | -86.1% | +18.5% | -104.6% | -87.5% |
| All | -95.9% | +51.1% | -147.0% | -96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling