+47.0%
ZTO vs SPY
+319.3%
-272.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -11.6% | +0.1% | -11.6% | -11.6% |
| 3M | -6.9% | +2.0% | -8.9% | -8.2% |
| 6M | -6.7% | +13.0% | -19.7% | -13.5% |
| YTD | +1.9% | +13.5% | -11.7% | -5.9% |
| 1Y | +17.0% | +20.0% | -3.0% | +4.5% |
| 3Y | -9.9% | +77.2% | -87.1% | -37.5% |
| 5Y | -24.5% | +81.9% | -106.4% | -48.8% |
| All | +47.0% | +319.3% | -272.2% | -39.3% |
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