-74.5%
ZLAB vs SPY
+67.0%
-141.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +4.3% |
| 7D | +1.1% | -4.7% | +5.8% | +6.8% |
| 30D | -11.6% | -5.9% | -5.7% | -5.1% |
| 3M | +23.0% | -4.5% | +27.6% | +30.0% |
| 6M | +7.7% | +1.8% | +5.9% | +5.3% |
| YTD | +28.1% | +8.3% | +19.8% | +16.1% |
| 1Y | -8.9% | +9.3% | -18.2% | -18.4% |
| 3Y | -12.1% | +74.9% | -87.0% | -57.3% |
| 5Y | -74.5% | +67.3% | -141.7% | -87.2% |
| All | -74.5% | +67.0% | -141.5% | -87.2% |
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