-96.6%
ZSL vs SPY
+71.5%
-168.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -2.4% |
| 7D | -11.3% | +0.1% | -11.4% | -10.8% |
| 30D | +24.4% | -3.3% | +27.7% | +20.5% |
| 3M | +32.4% | -2.4% | +34.8% | +30.6% |
| 6M | +83.1% | +2.6% | +80.6% | +95.5% |
| YTD | -36.4% | +11.2% | -47.7% | -23.6% |
| 1Y | -74.8% | +13.4% | -88.2% | -69.0% |
| 3Y | -95.9% | +79.9% | -175.8% | -92.2% |
| 5Y | -96.6% | +72.2% | -168.8% | -93.0% |
| All | -96.6% | +71.5% | -168.1% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling