-74.1%
ZJYL vs SPY
+99.5%
-173.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.6% | -7.8% | -7.8% |
| 7D | -4.2% | -2.0% | -2.2% | -2.1% |
| 30D | -30.9% | -1.7% | -29.2% | -29.7% |
| 3M | -12.7% | +4.7% | -17.4% | -17.6% |
| 6M | -27.5% | +12.5% | -40.0% | -36.7% |
| YTD | -53.2% | +11.7% | -64.9% | -58.5% |
| 1Y | -84.6% | +17.5% | -102.0% | -87.1% |
| 3Y | -80.4% | +76.6% | -157.0% | -91.5% |
| All | -74.1% | +99.5% | -173.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling