-15.2%
ZURA vs SPY
+76.5%
-91.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.1% |
| 7D | +0.7% | -0.4% | +1.1% | +1.3% |
| 30D | +1.4% | -1.4% | +2.8% | +3.5% |
| 3M | +54.7% | +3.7% | +51.0% | +46.2% |
| 6M | -18.9% | +13.0% | -31.9% | -32.6% |
| YTD | +9.0% | +12.4% | -3.4% | -8.9% |
| 1Y | +159.5% | +18.5% | +141.0% | +102.9% |
| All | -15.2% | +76.5% | -91.7% | -65.3% |
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