-97.4%
ZEO vs SPY
+72.9%
-170.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.8% |
| 7D | +23.2% | +0.5% | +22.7% | +23.0% |
| 30D | -55.2% | -0.9% | -54.3% | -55.0% |
| 3M | -67.5% | +3.9% | -71.4% | -67.9% |
| 6M | -72.5% | +14.5% | -87.0% | -73.6% |
| YTD | -76.1% | +12.9% | -89.1% | -77.0% |
| 1Y | -80.7% | +19.4% | -100.0% | -81.6% |
| 3Y | -97.7% | +78.5% | -176.1% | -97.8% |
| All | -97.4% | +72.9% | -170.2% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling