-96.7%
ZSTK vs SPY
+78.7%
-175.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | -15.5% | +0.5% | -16.1% | -16.2% |
| 30D | +160.6% | -0.9% | +161.6% | +163.7% |
| 3M | -9.6% | +3.9% | -13.5% | -14.4% |
| 6M | -35.7% | +14.5% | -50.2% | -47.2% |
| YTD | -31.3% | +12.9% | -44.2% | -42.2% |
| 1Y | -81.8% | +19.4% | -101.1% | -85.6% |
| 3Y | -96.7% | +78.5% | -175.1% | -99.1% |
| All | -96.7% | +78.7% | -175.4% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling