-82.2%
ZDAI vs SPY
+14.6%
-96.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -3.9% | -4.3% |
| 7D | +4.0% | -0.7% | +4.7% | +5.2% |
| 30D | -9.7% | -1.0% | -8.7% | -8.4% |
| 3M | -23.5% | -0.3% | -23.2% | -23.2% |
| 6M | -34.3% | +7.3% | -41.7% | -41.2% |
| YTD | -60.2% | +13.3% | -73.5% | -66.7% |
| 1Y | -82.2% | +14.8% | -97.0% | -85.5% |
| All | -82.2% | +14.6% | -96.8% | -85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling