-73.5%
ZTEK vs SPY
+529.1%
-602.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | +1.3% | -2.0% | +3.3% | +2.7% |
| 30D | +12.4% | +2.0% | +10.4% | +11.5% |
| 3M | +11.8% | +4.7% | +7.1% | +8.7% |
| 6M | -20.0% | +12.5% | -32.5% | -25.2% |
| YTD | -18.5% | +11.7% | -30.2% | -23.5% |
| 1Y | -41.0% | +17.5% | -58.5% | -46.2% |
| 3Y | -61.4% | +76.6% | -137.9% | -72.8% |
| 5Y | -83.4% | +82.0% | -165.4% | -88.6% |
| 10Y | -23.1% | +317.1% | -340.2% | -66.2% |
| All | -73.5% | +529.1% | -602.6% | -90.2% |
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