-55.7%
ZUMZ vs SPY
+81.0%
-136.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.2% |
| 7D | -3.4% | -0.4% | -3.0% | -2.9% |
| 30D | -10.1% | -1.4% | -8.8% | -8.3% |
| 3M | -8.1% | +3.7% | -11.8% | -13.2% |
| 6M | -24.6% | +13.0% | -37.6% | -36.2% |
| YTD | -32.6% | +12.4% | -45.0% | -42.4% |
| 1Y | -16.5% | +18.5% | -35.0% | -33.8% |
| 3Y | +4.7% | +77.6% | -72.9% | -52.1% |
| 5Y | -55.7% | +81.7% | -137.4% | -79.2% |
| All | -55.7% | +81.0% | -136.7% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling