+402.8%
ZTR vs SPY
+3,034.0%
-2,631.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.5% | +2.6% | -3.1% | -1.7% |
| 30D | +4.4% | -2.0% | +6.4% | +5.3% |
| 3M | -2.3% | -2.8% | +0.5% | -1.1% |
| 6M | +1.3% | +2.1% | -0.8% | +0.2% |
| YTD | +11.5% | +11.5% | 0.0% | +5.8% |
| 1Y | +9.1% | +13.5% | -4.3% | +2.7% |
| 3Y | +77.3% | +77.7% | -0.4% | +34.8% |
| 5Y | +22.1% | +72.6% | -50.5% | -6.5% |
| 10Y | +92.8% | +308.2% | -215.4% | +4.0% |
| All | +402.8% | +3,034.0% | -2,631.2% | +40.0% |
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