+61.8%
ZVOL vs SPY
+86.3%
-24.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.9% |
| 7D | -5.2% | -2.7% | -2.4% | -1.4% |
| 30D | -8.9% | -5.4% | -3.5% | -1.5% |
| 3M | +2.5% | -4.1% | +6.6% | +8.6% |
| 6M | +13.6% | +0.7% | +12.9% | +11.6% |
| YTD | +9.4% | +8.7% | +0.7% | -4.0% |
| 1Y | +18.6% | +10.9% | +7.7% | +0.9% |
| 3Y | +18.1% | +75.0% | -56.9% | -48.6% |
| All | +61.8% | +86.3% | -24.5% | -34.3% |
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 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