-82.9%
ZURA vs SPY
+99.1%
-181.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.4% | -12.9% | -13.1% |
| 7D | -66.7% | +3.3% | -70.0% | -68.3% |
| 30D | -70.7% | -2.7% | -68.0% | -70.8% |
| 3M | -78.5% | -1.7% | -76.8% | -78.8% |
| 6M | -73.9% | +3.1% | -77.0% | -75.0% |
| YTD | -76.3% | +11.9% | -88.2% | -78.5% |
| 1Y | -73.2% | +12.0% | -85.2% | -75.7% |
| 3Y | -71.0% | +78.2% | -149.2% | -50.1% |
| All | -82.9% | +99.1% | -181.9% | +10.8% |
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