+710.3%
ZD vs SPY
+804.2%
-93.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +5.7% | +0.1% | +5.6% | +5.6% |
| 3M | +16.2% | +2.0% | +14.2% | +13.7% |
| 6M | +29.6% | +13.0% | +16.6% | +14.1% |
| YTD | +58.5% | +13.5% | +44.9% | +38.7% |
| 1Y | +49.1% | +20.0% | +29.1% | +23.5% |
| 3Y | -17.8% | +77.2% | -95.0% | -53.3% |
| 5Y | -53.0% | +81.9% | -134.8% | -73.6% |
| 10Y | -1.8% | +314.1% | -315.9% | -76.0% |
| All | +710.3% | +804.2% | -93.9% | -7.5% |
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