-31.4%
ZROZ vs SPY
+307.0%
-338.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -5.0% | +2.6% | -7.6% | -4.6% |
| 30D | +1.5% | -2.0% | +3.5% | +1.2% |
| 3M | -3.4% | -2.8% | -0.6% | -3.8% |
| 6M | -6.5% | +2.1% | -8.6% | -6.1% |
| YTD | -9.5% | +11.5% | -21.0% | -7.8% |
| 1Y | -13.0% | +13.5% | -26.5% | -11.1% |
| 3Y | -10.0% | +77.7% | -87.7% | +1.1% |
| 5Y | -55.3% | +72.6% | -127.9% | -50.6% |
| All | -31.4% | +307.0% | -338.4% | +9.8% |
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