-13.9%
ZD vs SPY
+78.7%
-92.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | +0.9% | +0.5% | +0.3% | +0.2% |
| 30D | +3.5% | -0.9% | +4.4% | +4.6% |
| 3M | +19.6% | +3.9% | +15.7% | +14.2% |
| 6M | +31.7% | +14.5% | +17.2% | +11.8% |
| YTD | +58.5% | +12.9% | +45.6% | +36.6% |
| 1Y | +44.7% | +19.4% | +25.4% | +16.2% |
| 3Y | -13.9% | +78.5% | -92.4% | -59.2% |
| All | -13.9% | +78.7% | -92.6% | -59.2% |
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