-79.2%
ZTG vs SPY
+18.8%
-98.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.5% | +13.1% | +13.7% |
| 7D | +2.1% | -0.4% | +2.5% | +2.5% |
| 30D | -91.8% | -1.4% | -90.4% | -91.2% |
| 3M | -68.3% | +3.7% | -72.1% | -68.5% |
| 6M | -62.6% | +13.0% | -75.6% | -65.7% |
| YTD | -64.7% | +12.4% | -77.1% | -67.4% |
| 1Y | -79.2% | +18.5% | -97.8% | -75.6% |
| All | -79.2% | +18.8% | -98.0% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling