+14.4%
ZGN vs SPY
+77.2%
-62.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -8.1% | -2.0% | -6.1% | -6.5% |
| 30D | -17.8% | -1.7% | -16.2% | -16.7% |
| 3M | -18.4% | +4.7% | -23.1% | -21.4% |
| 6M | +9.6% | +12.5% | -2.9% | +0.2% |
| YTD | +14.7% | +11.7% | +2.9% | +5.3% |
| 1Y | +32.2% | +17.5% | +14.7% | +17.2% |
| 3Y | -15.5% | +76.6% | -92.0% | -42.4% |
| All | +14.4% | +77.2% | -62.9% | -20.5% |
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