+12.6%
ZUMZ vs SPY
+846.6%
-834.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | -0.3% | +2.6% | -2.9% | -3.4% |
| 30D | -0.8% | -2.0% | +1.1% | +1.8% |
| 3M | -25.9% | -2.8% | -23.1% | -23.3% |
| 6M | -39.9% | +2.1% | -42.0% | -40.9% |
| YTD | -46.3% | +11.5% | -57.7% | -52.4% |
| 1Y | -38.3% | +13.5% | -51.8% | -46.5% |
| 3Y | -11.0% | +77.7% | -88.7% | -54.1% |
| 5Y | -72.7% | +72.6% | -145.3% | -85.1% |
| 10Y | -42.9% | +308.2% | -351.0% | -89.3% |
| All | +12.6% | +846.6% | -834.0% | -91.6% |
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