-49.4%
ZIP vs SPY
+79.4%
-128.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.3% | -11.5% | -12.2% |
| 7D | +31.3% | -0.9% | +32.2% | +34.3% |
| 30D | +39.3% | -2.4% | +41.6% | +45.9% |
| 3M | +20.3% | -1.2% | +21.5% | +23.4% |
| 6M | +71.6% | +3.3% | +68.3% | +64.7% |
| YTD | +51.8% | +12.3% | +39.5% | +30.9% |
| 1Y | +28.1% | +12.4% | +15.7% | +10.4% |
| All | -49.4% | +79.4% | -128.7% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling