-97.5%
ZEO vs SPY
+73.8%
-171.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -12.9% | +0.1% | -13.0% | -12.8% |
| 30D | -57.9% | +0.1% | -58.0% | -57.9% |
| 3M | -71.8% | +2.0% | -73.8% | -71.9% |
| 6M | -77.4% | +13.0% | -90.4% | -78.3% |
| YTD | -77.6% | +13.5% | -91.2% | -78.5% |
| 1Y | -84.5% | +20.0% | -104.4% | -85.2% |
| 3Y | -97.8% | +77.2% | -175.0% | -97.9% |
| All | -97.5% | +73.8% | -171.3% | -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 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