-90.2%
ZVIA vs SPY
+82.3%
-172.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.6% |
| 7D | -8.0% | -0.8% | -7.3% | -7.1% |
| 30D | -6.7% | -1.1% | -5.6% | -5.5% |
| 3M | -8.7% | +3.9% | -12.6% | -13.2% |
| 6M | -7.4% | +13.6% | -21.0% | -21.6% |
| YTD | -45.7% | +12.7% | -58.4% | -53.4% |
| 1Y | -49.0% | +17.5% | -66.5% | -58.7% |
| 3Y | -53.0% | +76.9% | -129.9% | -77.0% |
| All | -90.2% | +82.3% | -172.5% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling