-100.0%
ZSL vs SPY
+1,145.8%
-1,245.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.6% | +7.0% |
| 7D | -8.0% | -0.6% | -7.4% | -8.1% |
| 30D | +33.5% | -3.7% | +37.1% | +30.2% |
| 3M | +51.7% | -2.7% | +54.5% | +50.0% |
| 6M | +96.4% | +2.2% | +94.3% | +105.8% |
| YTD | -31.8% | +10.8% | -42.6% | -21.7% |
| 1Y | -70.4% | +11.2% | -81.6% | -65.8% |
| 3Y | -95.7% | +76.5% | -172.2% | -92.6% |
| 5Y | -96.3% | +72.9% | -169.2% | -93.3% |
| 10Y | -99.2% | +304.8% | -404.1% | -97.2% |
| All | -100.0% | +1,145.8% | -1,245.8% | -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