-14.0%
ZURA vs SPY
+102.0%
-115.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.3% | +6.2% |
| 7D | +8.9% | +0.1% | +8.8% | +8.8% |
| 30D | +10.5% | +0.1% | +10.4% | +10.4% |
| 3M | +69.8% | +2.0% | +67.8% | +67.6% |
| 6M | -10.9% | +13.0% | -23.9% | -17.9% |
| YTD | +18.9% | +13.5% | +5.3% | +9.2% |
| 1Y | +201.0% | +20.0% | +181.0% | +170.6% |
| 3Y | -10.7% | +77.2% | -87.9% | +11.2% |
| All | -14.0% | +102.0% | -115.9% | +462.9% |
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