-99.9%
ZSTK vs SPY
+96.5%
-196.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.5% | +9.7% |
| 7D | +8.7% | +2.6% | +6.1% | +4.7% |
| 30D | -32.3% | -2.0% | -30.4% | -30.1% |
| 3M | +64.3% | -2.8% | +67.1% | +71.4% |
| 6M | -38.3% | +2.1% | -40.4% | -40.5% |
| YTD | -56.2% | +11.5% | -67.7% | -63.4% |
| 1Y | -65.1% | +13.5% | -78.5% | -71.4% |
| 3Y | -91.2% | +77.7% | -168.9% | -96.7% |
| 5Y | -99.9% | +72.6% | -172.5% | -100.0% |
| All | -99.9% | +96.5% | -196.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling