-94.5%
ZEPP vs SPY
+223.7%
-318.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.7% |
| 7D | +4.4% | -0.9% | +5.3% | +5.3% |
| 30D | -34.1% | -2.4% | -31.7% | -32.5% |
| 3M | -53.8% | -1.2% | -52.6% | -53.3% |
| 6M | -78.9% | +3.3% | -82.2% | -79.4% |
| YTD | -91.2% | +12.3% | -103.5% | -92.0% |
| 1Y | -90.9% | +12.4% | -103.4% | -91.8% |
| 3Y | -48.7% | +78.8% | -127.5% | -69.2% |
| 5Y | -93.2% | +75.2% | -168.4% | -95.8% |
| All | -94.5% | +223.7% | -318.3% | -97.8% |
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 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