-97.4%
ZEO vs SPY
+71.3%
-168.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -0.4% | +15.7% | +15.6% |
| 7D | +20.9% | +3.3% | +17.6% | +19.0% |
| 30D | -1.9% | -2.7% | +0.8% | -0.2% |
| 3M | -58.3% | -1.7% | -56.5% | -57.6% |
| 6M | -70.2% | +3.1% | -73.3% | -70.2% |
| YTD | -76.6% | +11.9% | -88.5% | -77.2% |
| 1Y | -83.1% | +12.0% | -95.1% | -83.5% |
| 3Y | -97.7% | +78.2% | -175.9% | -97.8% |
| All | -97.4% | +71.3% | -168.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling