-42.7%
ZROZ vs SPY
+313.2%
-355.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | -5.3% | +2.0% | -7.3% | -5.0% |
| 6M | -9.5% | +13.0% | -22.5% | -7.7% |
| YTD | -6.0% | +13.5% | -19.5% | -4.0% |
| 1Y | -4.7% | +20.0% | -24.6% | -1.7% |
| 3Y | -17.0% | +77.2% | -94.2% | -7.2% |
| 5Y | -53.2% | +81.9% | -135.0% | -47.4% |
| All | -42.7% | +313.2% | -355.9% | -10.8% |
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