-99.9%
ZSTK vs SPY
+97.9%
-197.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +3.8% |
| 7D | -1.1% | -0.9% | -0.2% | +0.5% |
| 30D | -38.7% | -2.4% | -36.3% | -36.2% |
| 3M | +59.0% | -1.2% | +60.1% | +61.4% |
| 6M | -42.4% | +3.3% | -45.7% | -45.6% |
| YTD | -57.2% | +12.3% | -69.5% | -64.6% |
| 1Y | -68.5% | +12.4% | -81.0% | -73.8% |
| 3Y | -91.0% | +78.8% | -169.8% | -96.6% |
| 5Y | -99.9% | +75.2% | -175.1% | -100.0% |
| All | -99.9% | +97.9% | -197.9% | -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 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