-7.0%
ZROZ vs SPY
+79.4%
-86.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | +7.6% | -2.4% | +9.9% | +7.9% |
| 3M | +0.5% | -1.2% | +1.7% | +0.7% |
| 6M | -4.8% | +3.3% | -8.1% | -5.4% |
| YTD | -6.4% | +12.3% | -18.7% | -8.0% |
| 1Y | -11.2% | +12.4% | -23.6% | -12.7% |
| All | -7.0% | +79.4% | -86.3% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling