-10.1%
ZROZ vs SPY
+78.1%
-88.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | +2.6% | -7.6% | -5.3% |
| 30D | +1.5% | -2.0% | +3.5% | +1.8% |
| 3M | -3.4% | -2.8% | -0.6% | -3.0% |
| 6M | -6.5% | +2.1% | -8.6% | -6.8% |
| YTD | -9.5% | +11.5% | -21.0% | -10.9% |
| 1Y | -13.0% | +13.5% | -26.5% | -14.6% |
| 3Y | -10.1% | +77.7% | -87.7% | -23.9% |
| All | -10.1% | +78.1% | -88.1% | -23.9% |
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