-4.5%
ZUMZ vs SPY
+318.9%
-323.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.1% |
| 7D | -5.6% | -2.0% | -3.6% | -3.3% |
| 30D | -12.4% | -1.7% | -10.8% | -10.7% |
| 3M | -9.2% | +4.7% | -13.9% | -14.3% |
| 6M | -28.5% | +12.5% | -41.0% | -37.2% |
| YTD | -35.9% | +11.7% | -47.6% | -43.0% |
| 1Y | -19.6% | +17.5% | -37.1% | -32.5% |
| 3Y | -0.3% | +76.6% | -76.9% | -45.7% |
| 5Y | -55.8% | +82.0% | -137.8% | -76.2% |
| All | -4.5% | +318.9% | -323.4% | -73.0% |
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 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