-29.6%
ZROZ vs SPY
+311.8%
-341.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.4% |
| 7D | -1.4% | -0.9% | -0.5% | -1.5% |
| 30D | +7.6% | -2.4% | +9.9% | +7.2% |
| 3M | +0.5% | -1.2% | +1.7% | +0.4% |
| 6M | -4.8% | +3.3% | -8.1% | -4.3% |
| YTD | -6.4% | +12.3% | -18.7% | -4.5% |
| 1Y | -11.2% | +12.4% | -23.6% | -9.4% |
| 3Y | -7.2% | +78.8% | -86.0% | +4.3% |
| 5Y | -54.1% | +75.2% | -129.3% | -49.1% |
| 10Y | -29.6% | +311.1% | -340.7% | +13.3% |
| All | -29.6% | +311.8% | -341.3% | +13.3% |
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