-80.0%
ZIP vs SPY
+97.4%
-177.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.3% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | -0.7% | +0.1% | -0.8% | -1.1% |
| 3M | +27.1% | +2.0% | +25.1% | +22.4% |
| 6M | +101.0% | +13.0% | +87.9% | +65.2% |
| YTD | +8.2% | +13.5% | -5.3% | -10.1% |
| 1Y | -18.5% | +20.0% | -38.5% | -37.5% |
| 3Y | -71.9% | +77.2% | -149.1% | -88.1% |
| 5Y | -83.4% | +81.9% | -165.2% | -92.7% |
| All | -80.0% | +97.4% | -177.4% | -92.3% |
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 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