-18.4%
ZLAB vs SPY
+251.9%
-270.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.2% | +2.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.2% |
| 30D | -11.0% | -1.0% | -10.0% | -9.9% |
| 3M | +23.3% | -0.3% | +23.6% | +24.1% |
| 6M | +7.4% | +7.3% | +0.1% | -0.5% |
| YTD | +29.3% | +13.3% | +15.9% | +12.7% |
| 1Y | -11.9% | +14.8% | -26.7% | -24.3% |
| 3Y | -11.4% | +82.9% | -94.3% | -54.9% |
| 5Y | -77.8% | +75.6% | -153.4% | -88.0% |
| All | -18.4% | +251.9% | -270.3% | -70.6% |
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