-77.7%
ZSTK vs SPY
+17.2%
-95.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -0.6% | +16.3% | +16.9% |
| 7D | +1.7% | -2.0% | +3.6% | +5.8% |
| 30D | +190.6% | -1.7% | +192.3% | +199.3% |
| 3M | +5.4% | +4.7% | +0.6% | -4.8% |
| 6M | -30.0% | +12.5% | -42.5% | -46.0% |
| YTD | -21.7% | +11.7% | -33.4% | -38.8% |
| 1Y | -77.7% | +17.5% | -95.2% | -88.2% |
| All | -77.7% | +17.2% | -95.0% | -88.2% |
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