-82.2%
ZENA vs SPY
+34.9%
-117.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.3% |
| 7D | -7.6% | -2.0% | -5.7% | -3.9% |
| 30D | -13.7% | -1.7% | -12.1% | -10.4% |
| 3M | +2.6% | +4.7% | -2.1% | -6.3% |
| 6M | -32.6% | +12.5% | -45.1% | -45.7% |
| YTD | -50.9% | +11.7% | -62.7% | -59.6% |
| 1Y | -66.1% | +17.5% | -83.6% | -74.3% |
| All | -82.2% | +34.9% | -117.0% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling