-74.0%
ZJYL vs SPY
+101.2%
-175.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | -0.5% | -0.8% | +0.3% | +0.4% |
| 30D | -40.7% | -1.1% | -39.6% | -40.1% |
| 3M | -15.5% | +3.9% | -19.4% | -19.4% |
| 6M | -27.1% | +13.6% | -40.7% | -37.0% |
| YTD | -53.0% | +12.7% | -65.6% | -58.7% |
| 1Y | -84.6% | +17.5% | -102.1% | -87.1% |
| 3Y | -81.1% | +76.9% | -158.0% | -91.7% |
| All | -74.0% | +101.2% | -175.2% | -89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling