-78.0%
ZSTK vs SPY
+21.3%
-99.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.2% | -7.2% |
| 7D | -18.0% | +0.3% | -18.3% | -18.5% |
| 30D | +148.5% | +0.2% | +148.2% | +146.2% |
| 3M | -1.6% | +2.8% | -4.4% | -7.0% |
| 6M | -26.1% | +14.3% | -40.3% | -44.1% |
| YTD | -23.0% | +14.0% | -37.0% | -42.0% |
| All | -78.0% | +21.3% | -99.3% | -88.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling