-100.0%
ZSL vs SPY
+1,150.4%
-1,250.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -3.2% |
| 7D | -11.3% | +0.1% | -11.4% | -10.9% |
| 30D | +24.4% | -3.3% | +27.7% | +21.7% |
| 3M | +32.4% | -2.4% | +34.8% | +31.2% |
| 6M | +83.1% | +2.6% | +80.6% | +92.4% |
| YTD | -36.4% | +11.2% | -47.7% | -26.8% |
| 1Y | -74.8% | +13.4% | -88.2% | -70.4% |
| 3Y | -95.9% | +79.9% | -175.8% | -92.8% |
| 5Y | -96.6% | +72.2% | -168.8% | -94.0% |
| 10Y | -99.3% | +307.3% | -406.6% | -97.4% |
| All | -100.0% | +1,150.4% | -1,250.4% | -99.9% |
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 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