-93.8%
ZEPP vs SPY
+14.6%
-108.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.1% | -0.9% |
| 7D | -2.6% | -0.7% | -1.9% | -1.0% |
| 30D | -40.9% | -1.0% | -39.9% | -39.6% |
| 3M | -49.6% | -0.3% | -49.2% | -49.5% |
| 6M | -87.3% | +7.3% | -94.7% | -89.2% |
| YTD | -91.5% | +13.3% | -104.9% | -93.4% |
| 1Y | -93.8% | +14.8% | -108.6% | -95.3% |
| All | -93.8% | +14.6% | -108.5% | -95.3% |
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