-99.9%
ZSTK vs SPY
+81.0%
-180.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -16.6% | -0.4% | -16.3% | -16.2% |
| 30D | +182.3% | -1.4% | +183.7% | +187.8% |
| 3M | -10.8% | +3.7% | -14.5% | -15.8% |
| 6M | -40.1% | +13.0% | -53.1% | -50.7% |
| YTD | -32.3% | +12.4% | -44.7% | -43.6% |
| 1Y | -81.0% | +18.5% | -99.5% | -85.2% |
| 3Y | -96.7% | +77.6% | -174.3% | -98.7% |
| 5Y | -99.9% | +81.7% | -181.6% | -100.0% |
| All | -99.9% | +81.0% | -180.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling