-97.6%
ZEO vs SPY
+76.5%
-174.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.9% |
| 7D | +17.3% | -0.4% | +17.7% | +17.7% |
| 30D | -54.2% | -1.4% | -52.8% | -53.6% |
| 3M | -67.0% | +3.7% | -70.7% | -67.8% |
| 6M | -73.9% | +13.0% | -86.9% | -75.9% |
| YTD | -75.8% | +12.4% | -88.2% | -77.5% |
| 1Y | -79.8% | +18.5% | -98.4% | -81.7% |
| All | -97.6% | +76.5% | -174.2% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling