-88.4%
ZTG vs SPY
+17.8%
-106.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -9.9% |
| 7D | -11.2% | +2.6% | -13.8% | -14.9% |
| 30D | -32.2% | -2.0% | -30.2% | -30.1% |
| 3M | -95.9% | -2.8% | -93.2% | -95.6% |
| 6M | -83.3% | +2.1% | -85.5% | -83.2% |
| YTD | -80.3% | +11.5% | -91.8% | -81.8% |
| 1Y | -84.5% | +13.5% | -98.0% | -86.3% |
| All | -88.4% | +17.8% | -106.2% | -86.4% |
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