-94.2%
ZEPP vs SPY
+222.6%
-316.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.8% |
| 7D | +13.1% | +3.3% | +9.8% | +9.5% |
| 30D | -29.3% | -2.7% | -26.6% | -27.4% |
| 3M | -53.9% | -1.7% | -52.2% | -53.2% |
| 6M | -73.7% | +3.1% | -76.8% | -74.3% |
| YTD | -90.7% | +11.9% | -102.6% | -91.5% |
| 1Y | -90.1% | +12.0% | -102.1% | -91.0% |
| 3Y | -45.9% | +78.2% | -124.1% | -67.4% |
| 5Y | -93.0% | +73.2% | -166.2% | -95.6% |
| All | -94.2% | +222.6% | -316.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling