-91.2%
ZSTK vs SPY
+78.1%
-169.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.5% | +9.6% |
| 7D | +8.7% | +2.6% | +6.1% | +5.5% |
| 30D | -32.3% | -2.0% | -30.4% | -30.5% |
| 3M | +64.3% | -2.8% | +67.1% | +70.2% |
| 6M | -38.3% | +2.1% | -40.4% | -39.9% |
| YTD | -56.2% | +11.5% | -67.7% | -61.8% |
| 1Y | -65.1% | +13.5% | -78.5% | -70.0% |
| 3Y | -91.2% | +77.7% | -168.9% | -96.4% |
| All | -91.2% | +78.1% | -169.3% | -96.4% |
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