-79.8%
ZEO vs SPY
+18.8%
-98.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.6% |
| 7D | +17.3% | -0.4% | +17.7% | +18.3% |
| 30D | -54.2% | -1.4% | -52.8% | -52.6% |
| 3M | -67.0% | +3.7% | -70.7% | -69.1% |
| 6M | -73.9% | +13.0% | -86.9% | -79.3% |
| YTD | -75.8% | +12.4% | -88.2% | -80.7% |
| 1Y | -79.8% | +18.5% | -98.4% | -85.1% |
| All | -79.8% | +18.8% | -98.6% | -85.1% |
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