-20.9%
ZDGE vs SPY
+322.5%
-343.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | 0.0% |
| 7D | +4.0% | -0.8% | +4.8% | +4.9% |
| 30D | +5.1% | -1.1% | +6.1% | +6.2% |
| 3M | -5.7% | +3.9% | -9.6% | -10.4% |
| 6M | +2.0% | +13.6% | -11.6% | -12.7% |
| YTD | -3.7% | +12.7% | -16.4% | -16.3% |
| 1Y | +3.7% | +17.5% | -13.8% | -14.1% |
| 3Y | +60.3% | +76.9% | -16.6% | -17.2% |
| 5Y | -77.7% | +83.6% | -161.3% | -88.9% |
| All | -20.9% | +322.5% | -343.3% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling