-53.6%
ZROZ vs SPY
+67.4%
-121.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.1% | -2.7% | +3.8% | +1.4% |
| 30D | +11.9% | -5.4% | +17.3% | +12.5% |
| 3M | +1.6% | -4.1% | +5.7% | +2.0% |
| 6M | -4.0% | +0.7% | -4.8% | -4.1% |
| YTD | -4.8% | +8.7% | -13.4% | -5.6% |
| 1Y | -9.3% | +10.9% | -20.1% | -10.2% |
| 3Y | -3.4% | +75.0% | -78.4% | -8.6% |
| All | -53.6% | +67.4% | -121.0% | -58.0% |
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