-97.1%
ZSL vs SPY
+80.4%
-177.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +1.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.9% |
| 30D | -13.7% | +0.1% | -13.8% | -13.4% |
| 3M | +11.5% | +2.0% | +9.5% | +18.1% |
| 6M | +16.5% | +13.0% | +3.4% | +47.0% |
| YTD | -56.3% | +13.5% | -69.8% | -43.8% |
| 1Y | -88.3% | +20.0% | -108.3% | -84.0% |
| All | -97.1% | +80.4% | -177.5% | -94.3% |
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