-7.7%
ZDGE vs SPY
+14.6%
-22.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.9% |
| 7D | -11.8% | -0.7% | -11.1% | -11.3% |
| 30D | -20.8% | -1.0% | -19.8% | -20.2% |
| 3M | -22.1% | -0.3% | -21.8% | -21.9% |
| 6M | -28.4% | +7.3% | -35.7% | -34.1% |
| YTD | -27.9% | +13.3% | -41.3% | -37.2% |
| 1Y | -7.7% | +14.8% | -22.5% | -20.7% |
| All | -7.7% | +14.6% | -22.3% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling