-99.9%
ZSTK vs SPY
+96.9%
-196.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -0.6% | +16.3% | +16.7% |
| 7D | +1.7% | -2.0% | +3.6% | +4.9% |
| 30D | +190.6% | -1.7% | +192.3% | +197.6% |
| 3M | +5.4% | +4.7% | +0.6% | -2.4% |
| 6M | -30.0% | +12.5% | -42.5% | -42.4% |
| YTD | -21.7% | +11.7% | -33.4% | -34.7% |
| 1Y | -77.7% | +17.5% | -95.2% | -82.6% |
| 3Y | -96.2% | +76.6% | -172.8% | -98.5% |
| 5Y | -99.9% | +82.0% | -181.9% | -100.0% |
| All | -99.9% | +96.9% | -196.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling