-90.4%
ZEPP vs SPY
+17.2%
-107.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | +0.5% |
| 7D | +9.8% | -2.0% | +11.7% | +15.4% |
| 30D | -3.9% | -1.7% | -2.2% | -0.1% |
| 3M | +24.1% | +4.7% | +19.3% | +9.5% |
| 6M | -75.4% | +12.5% | -87.9% | -81.2% |
| YTD | -81.6% | +11.7% | -93.3% | -85.7% |
| 1Y | -90.4% | +17.5% | -107.9% | -93.2% |
| All | -90.4% | +17.2% | -107.7% | -93.2% |
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