-88.7%
ZEPP vs SPY
+225.5%
-314.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.0% |
| 7D | +9.3% | +0.5% | +8.8% | +8.6% |
| 30D | +3.6% | -0.9% | +4.5% | +4.5% |
| 3M | -20.4% | +3.9% | -24.3% | -22.8% |
| 6M | -72.8% | +14.5% | -87.3% | -75.8% |
| YTD | -81.7% | +12.9% | -94.7% | -83.5% |
| 1Y | -89.7% | +19.4% | -109.1% | -91.1% |
| 3Y | +2.5% | +78.5% | -76.0% | -38.3% |
| 5Y | -88.0% | +81.8% | -169.8% | -92.8% |
| All | -88.7% | +225.5% | -314.2% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling