-82.2%
ZIP vs SPY
+88.9%
-171.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.6% |
| 7D | -10.5% | -2.7% | -7.8% | -5.4% |
| 30D | -1.3% | -5.4% | +4.1% | +9.0% |
| 3M | -19.7% | -4.1% | -15.6% | -13.3% |
| 6M | +20.5% | +0.7% | +19.8% | +20.4% |
| YTD | -3.6% | +8.7% | -12.3% | -12.9% |
| 1Y | -11.9% | +10.9% | -22.8% | -22.7% |
| 3Y | -67.1% | +75.0% | -142.1% | -85.7% |
| 5Y | -86.8% | +67.8% | -154.6% | -93.5% |
| All | -82.2% | +88.9% | -171.1% | -92.6% |
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