-9.3%
ZROZ vs SPY
+9.9%
-19.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.1% | -2.7% | +3.8% | +1.8% |
| 30D | +11.9% | -5.4% | +17.3% | +13.6% |
| 3M | +1.6% | -4.1% | +5.7% | +2.6% |
| 6M | -4.0% | +0.7% | -4.8% | -4.6% |
| YTD | -4.8% | +8.7% | -13.4% | -7.5% |
| 1Y | -9.3% | +10.9% | -20.1% | -12.4% |
| All | -9.3% | +9.9% | -19.1% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling