-100.0%
ZSL vs SPY
+1,176.3%
-1,276.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.7% |
| 30D | -13.7% | +0.1% | -13.8% | -13.5% |
| 3M | +11.5% | +2.0% | +9.5% | +15.1% |
| 6M | +16.5% | +13.0% | +3.4% | +33.4% |
| YTD | -56.3% | +13.5% | -69.8% | -49.3% |
| 1Y | -88.3% | +20.0% | -108.3% | -85.7% |
| 3Y | -96.8% | +77.2% | -174.0% | -94.5% |
| 5Y | -97.7% | +81.9% | -179.6% | -95.7% |
| 10Y | -99.5% | +314.1% | -413.5% | -98.1% |
| All | -100.0% | +1,176.3% | -1,276.3% | -100.0% |
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 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