-97.2%
ZEO vs SPY
+70.7%
-167.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +6.5% |
| 7D | +30.9% | +2.6% | +28.3% | +29.3% |
| 30D | +6.7% | -2.0% | +8.7% | +8.3% |
| 3M | -56.5% | -2.8% | -53.7% | -55.6% |
| 6M | -67.3% | +2.1% | -69.5% | -67.2% |
| YTD | -75.1% | +11.5% | -86.6% | -75.7% |
| 1Y | -81.6% | +13.5% | -95.0% | -82.1% |
| 3Y | -97.6% | +77.7% | -175.3% | -97.7% |
| All | -97.2% | +70.7% | -167.9% | -97.4% |
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