+56.8%
ZTO vs SPY
+312.9%
-256.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.2% | -2.7% | +5.9% | +4.7% |
| 30D | +5.1% | -5.4% | +10.4% | +8.2% |
| 3M | -13.6% | -4.1% | -9.5% | -11.8% |
| 6M | -19.6% | +0.7% | -20.3% | -20.4% |
| YTD | +1.2% | +8.7% | -7.5% | -4.4% |
| 1Y | +11.8% | +10.9% | +0.9% | +4.3% |
| 3Y | -7.5% | +75.0% | -82.5% | -35.6% |
| 5Y | -17.0% | +67.8% | -84.8% | -41.1% |
| All | +56.8% | +312.9% | -256.1% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling