-97.8%
ZEO vs SPY
+71.9%
-169.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | +1.3% | +12.6% | +13.2% |
| 7D | -12.3% | -0.9% | -11.4% | -11.5% |
| 30D | -9.1% | -2.4% | -6.7% | -7.6% |
| 3M | -65.0% | -1.2% | -63.9% | -64.5% |
| 6M | -76.1% | +3.3% | -79.4% | -76.1% |
| YTD | -79.7% | +12.3% | -92.0% | -80.3% |
| 1Y | -85.6% | +12.4% | -98.1% | -86.0% |
| 3Y | -98.0% | +78.8% | -176.9% | -98.1% |
| All | -97.8% | +71.9% | -169.7% | -97.9% |
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 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