-83.6%
ZNTL vs SPY
+231.6%
-315.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.0% |
| 7D | +0.8% | -0.4% | +1.2% | +1.5% |
| 30D | -8.4% | -1.4% | -7.1% | -6.3% |
| 3M | +6.1% | +3.7% | +2.4% | +0.2% |
| 6M | +53.2% | +13.0% | +40.2% | +27.4% |
| YTD | +181.5% | +12.4% | +169.1% | +137.8% |
| 1Y | +137.5% | +18.5% | +119.0% | +86.2% |
| 3Y | -85.0% | +77.6% | -162.6% | -93.4% |
| 5Y | -94.5% | +81.7% | -176.2% | -97.6% |
| All | -83.6% | +231.6% | -315.2% | -95.6% |
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