-30.2%
ZDGE vs SPY
+327.9%
-358.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | -0.3% | -1.4% | +1.0% | +1.1% |
| 3M | -6.1% | +3.7% | -9.8% | -10.5% |
| 6M | -8.6% | +13.0% | -21.6% | -21.1% |
| YTD | -9.0% | +12.4% | -21.4% | -20.5% |
| 1Y | -1.0% | +18.5% | -19.5% | -18.5% |
| 3Y | +47.8% | +77.6% | -29.9% | -23.1% |
| 5Y | -79.5% | +81.7% | -161.2% | -89.5% |
| 10Y | -27.5% | +319.7% | -347.2% | -79.2% |
| All | -30.2% | +327.9% | -358.2% | -79.9% |
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