-87.4%
ZEPP vs SPY
+79.8%
-167.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | +9.8% | -2.0% | +11.7% | +12.5% |
| 30D | -3.9% | -1.7% | -2.2% | -2.0% |
| 3M | +24.1% | +4.7% | +19.3% | +17.7% |
| 6M | -75.4% | +12.5% | -87.9% | -78.4% |
| YTD | -81.6% | +11.7% | -93.3% | -83.7% |
| 1Y | -90.4% | +17.5% | -107.9% | -91.9% |
| 3Y | +3.1% | +76.6% | -73.4% | -45.6% |
| 5Y | -87.4% | +82.0% | -169.5% | -93.4% |
| All | -87.4% | +79.8% | -167.2% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling