-82.6%
ZLAB vs SPY
+82.0%
-164.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +42.8% | +0.1% | +42.7% | +42.9% |
| 3M | +51.3% | +2.0% | +49.3% | +47.9% |
| 6M | +36.1% | +13.0% | +23.1% | +17.8% |
| YTD | +48.7% | +13.5% | +35.2% | +27.7% |
| 1Y | -12.6% | +20.0% | -32.5% | -29.6% |
| 3Y | +0.5% | +77.2% | -76.7% | -51.3% |
| All | -82.6% | +82.0% | -164.6% | -92.0% |
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 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