-93.6%
ZEPP vs SPY
+221.4%
-315.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.1% | +11.1% |
| 7D | +23.6% | +2.6% | +21.0% | +20.4% |
| 30D | -19.4% | -2.0% | -17.4% | -17.9% |
| 3M | -48.1% | -2.8% | -45.4% | -46.8% |
| 6M | -73.1% | +2.1% | -75.2% | -73.4% |
| YTD | -89.7% | +11.5% | -101.2% | -90.6% |
| 1Y | -89.0% | +13.5% | -102.4% | -90.1% |
| 3Y | -40.6% | +77.7% | -118.3% | -64.1% |
| 5Y | -92.2% | +72.6% | -164.8% | -95.1% |
| All | -93.6% | +221.4% | -315.0% | -97.4% |
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 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