+45.8%
ZTO vs SPY
+300.0%
-254.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +3.5% |
| 7D | +4.5% | -4.7% | +9.2% | +7.2% |
| 30D | +5.5% | -5.9% | +11.5% | +9.1% |
| 3M | -12.3% | -4.5% | -7.8% | -10.2% |
| 6M | -18.1% | +1.8% | -19.9% | -19.4% |
| YTD | +1.0% | +8.3% | -7.3% | -4.4% |
| 1Y | +11.7% | +9.3% | +2.4% | +5.1% |
| 3Y | -8.2% | +74.9% | -83.1% | -36.1% |
| 5Y | -17.1% | +67.3% | -84.4% | -41.2% |
| 10Y | +58.9% | +311.6% | -252.6% | -32.9% |
| All | +45.8% | +300.0% | -254.2% | -38.4% |
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 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