+648.9%
ZD vs SPY
+794.2%
-145.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | -0.7% |
| 7D | -9.3% | -0.9% | -8.4% | -8.5% |
| 30D | -10.6% | -2.4% | -8.2% | -8.5% |
| 3M | -3.8% | -1.2% | -2.6% | -2.8% |
| 6M | +22.9% | +3.3% | +19.6% | +18.6% |
| YTD | +46.5% | +12.3% | +34.2% | +29.5% |
| 1Y | +59.5% | +12.4% | +47.1% | +40.9% |
| 3Y | -15.3% | +78.8% | -94.1% | -52.3% |
| 5Y | -61.2% | +75.2% | -136.3% | -77.5% |
| 10Y | -13.7% | +311.1% | -324.8% | -78.8% |
| All | +648.9% | +794.2% | -145.3% | -13.6% |
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