-54.2%
ZROZ vs SPY
+72.2%
-126.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -0.3% | -0.6% | +0.2% | -0.3% |
| 30D | +7.2% | -3.7% | +10.9% | +7.7% |
| 3M | +0.7% | -2.7% | +3.4% | +1.0% |
| 6M | -5.9% | +2.2% | -8.1% | -6.2% |
| YTD | -6.5% | +10.8% | -17.4% | -7.6% |
| 1Y | -10.6% | +11.2% | -21.8% | -11.6% |
| 3Y | -7.4% | +76.5% | -83.9% | -12.4% |
| 5Y | -54.2% | +72.9% | -127.2% | -58.2% |
| All | -54.2% | +72.2% | -126.4% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling