-98.3%
ZONE vs SPY
+53.4%
-151.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.3% |
| 7D | +16.9% | +2.6% | +14.3% | +13.6% |
| 30D | -47.8% | -2.0% | -45.8% | -46.1% |
| 3M | -62.5% | -2.8% | -59.7% | -61.0% |
| 6M | -89.6% | +2.1% | -91.8% | -89.6% |
| YTD | -76.9% | +11.5% | -88.4% | -78.4% |
| 1Y | -85.4% | +13.5% | -98.8% | -86.4% |
| All | -98.3% | +53.4% | -151.7% | -98.7% |
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