-93.3%
ZVRA vs SPY
+334.9%
-428.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | -3.8% | -2.0% | -1.8% | -2.2% |
| 30D | +6.3% | -1.7% | +8.0% | +7.8% |
| 3M | -10.7% | +4.7% | -15.4% | -14.3% |
| 6M | +9.0% | +12.5% | -3.5% | -1.0% |
| YTD | +34.6% | +11.7% | +22.9% | +22.8% |
| 1Y | +51.1% | +17.5% | +33.6% | +32.2% |
| 3Y | +129.3% | +76.6% | +52.7% | +41.5% |
| 5Y | +30.0% | +82.0% | -52.1% | -21.0% |
| 10Y | -84.6% | +317.1% | -401.7% | -96.1% |
| All | -93.3% | +334.9% | -428.1% | -98.4% |
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