+33.1%
ZAP vs SPY
+24.6%
+8.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -2.0% | -2.7% | +0.7% | -0.5% |
| 30D | -2.2% | -5.4% | +3.2% | +0.8% |
| 3M | -4.2% | -4.1% | -0.1% | -2.0% |
| 6M | -9.3% | +0.7% | -10.0% | -9.7% |
| YTD | +7.9% | +8.7% | -0.8% | +2.7% |
| 1Y | +3.8% | +10.9% | -7.1% | -2.3% |
| All | +33.1% | +24.6% | +8.5% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling