-99.9%
ZSTK vs SPY
+100.1%
-200.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.4% | -10.4% | -10.2% |
| 7D | -20.5% | +0.1% | -20.6% | -20.7% |
| 30D | +131.2% | +0.1% | +131.1% | +130.3% |
| 3M | -15.9% | +2.0% | -17.9% | -18.5% |
| 6M | -38.5% | +13.0% | -51.5% | -49.6% |
| YTD | -31.3% | +13.5% | -44.9% | -44.1% |
| 1Y | -80.4% | +20.0% | -100.3% | -85.1% |
| 3Y | -97.0% | +77.2% | -174.1% | -98.8% |
| 5Y | -99.9% | +81.9% | -181.8% | -100.0% |
| All | -99.9% | +100.1% | -200.0% | -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