-95.9%
ZSL vs SPY
+78.0%
-173.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -1.1% |
| 7D | -11.3% | +0.1% | -11.4% | -10.7% |
| 30D | +24.4% | -3.3% | +27.7% | +18.7% |
| 3M | +32.4% | -2.4% | +34.8% | +29.5% |
| 6M | +83.1% | +2.6% | +80.6% | +99.7% |
| YTD | -36.4% | +11.2% | -47.7% | -18.8% |
| 1Y | -74.8% | +13.4% | -88.2% | -66.9% |
| 3Y | -95.9% | +79.9% | -175.8% | -89.9% |
| All | -95.9% | +78.0% | -173.9% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling