-64.9%
ZURA vs SPY
+77.0%
-141.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.4% | +13.7% | +13.8% |
| 7D | -64.8% | -0.6% | -64.2% | -66.9% |
| 30D | -64.9% | -3.7% | -61.2% | -65.2% |
| 3M | -75.0% | -2.7% | -72.3% | -75.7% |
| 6M | -70.7% | +2.2% | -72.9% | -73.5% |
| YTD | -73.2% | +10.8% | -84.0% | -78.6% |
| 1Y | -64.1% | +11.2% | -75.3% | -71.5% |
| All | -64.9% | +77.0% | -141.9% | -90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling