+45.0%
ZUMZ vs SPY
+864.1%
-819.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.3% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | -7.9% | +0.1% | -8.0% | -8.0% |
| 3M | -23.2% | +2.0% | -25.2% | -24.5% |
| 6M | -30.4% | +13.0% | -43.4% | -39.4% |
| YTD | -30.8% | +13.5% | -44.3% | -40.1% |
| 1Y | -2.3% | +20.0% | -22.2% | -20.9% |
| 3Y | -4.2% | +77.2% | -81.4% | -50.5% |
| 5Y | -54.9% | +81.9% | -136.8% | -76.9% |
| 10Y | +8.5% | +314.1% | -305.5% | -80.1% |
| All | +45.0% | +864.1% | -819.1% | -89.5% |
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