-89.5%
ZEPP vs SPY
+224.8%
-314.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.9% | -8.3% | -8.3% |
| 7D | -4.6% | -0.8% | -3.8% | -3.9% |
| 30D | -16.0% | -1.1% | -14.9% | -15.2% |
| 3M | -5.6% | +3.9% | -9.4% | -8.9% |
| 6M | -77.9% | +13.6% | -91.6% | -80.3% |
| YTD | -83.0% | +12.7% | -95.7% | -84.6% |
| 1Y | -90.8% | +17.5% | -108.3% | -92.0% |
| 3Y | -4.6% | +76.9% | -81.5% | -42.2% |
| 5Y | -88.4% | +83.6% | -172.0% | -93.1% |
| All | -89.5% | +224.8% | -314.3% | -95.8% |
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