-98.4%
ZSQR vs SPY
+122.2%
-220.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.3% |
| 7D | +4.1% | -0.8% | +4.8% | +4.4% |
| 30D | -21.1% | -1.1% | -20.0% | -20.6% |
| 3M | -71.8% | +3.9% | -75.7% | -72.3% |
| 6M | -75.4% | +13.6% | -89.0% | -76.7% |
| YTD | -78.5% | +12.7% | -91.1% | -79.5% |
| 1Y | -75.3% | +17.5% | -92.8% | -76.8% |
| 3Y | -84.4% | +76.9% | -161.3% | -87.0% |
| 5Y | -98.5% | +83.6% | -182.0% | -98.8% |
| All | -98.4% | +122.2% | -220.7% | -98.8% |
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