+70.1%
ZVOL vs SPY
+94.7%
-24.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | +3.4% | +0.1% | +3.2% | +3.2% |
| 30D | +7.6% | +0.1% | +7.6% | +7.5% |
| 3M | +16.5% | +2.0% | +14.5% | +12.9% |
| 6M | +18.3% | +13.0% | +5.3% | -1.5% |
| YTD | +15.0% | +13.5% | +1.4% | -5.1% |
| 1Y | +22.6% | +20.0% | +2.6% | -7.0% |
| 3Y | +24.8% | +77.2% | -52.4% | -46.7% |
| All | +70.1% | +94.7% | -24.6% | -35.0% |
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