-95.7%
ZONE vs SPY
+55.4%
-151.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -1.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.7% |
| 30D | -58.9% | -0.9% | -58.0% | -58.3% |
| 3M | -75.2% | +3.9% | -79.1% | -75.8% |
| 6M | -50.2% | +14.5% | -64.7% | -55.4% |
| YTD | -42.3% | +12.9% | -55.2% | -47.1% |
| 1Y | -95.7% | +19.4% | -115.1% | -96.3% |
| All | -95.7% | +55.4% | -151.1% | -96.8% |
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