-83.1%
ZENA vs SPY
+14.6%
-97.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -8.8% |
| 7D | -23.5% | -0.7% | -22.8% | -22.2% |
| 30D | -44.8% | -1.0% | -43.7% | -43.7% |
| 3M | -47.6% | -0.3% | -47.3% | -47.1% |
| 6M | -70.4% | +7.3% | -77.8% | -75.0% |
| YTD | -77.9% | +13.3% | -91.2% | -83.8% |
| 1Y | -83.1% | +14.8% | -97.9% | -88.0% |
| All | -83.1% | +14.6% | -97.8% | -88.0% |
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 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