+33.9%
ZROZ vs SPY
+838.2%
-804.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | -1.5% |
| 7D | +1.1% | -4.7% | +5.8% | -0.7% |
| 30D | +11.2% | -5.9% | +17.1% | +8.7% |
| 3M | -0.6% | -4.5% | +4.0% | -2.3% |
| 6M | -4.3% | +1.8% | -6.1% | -3.6% |
| YTD | -5.9% | +8.3% | -14.2% | -2.8% |
| 1Y | -9.1% | +9.3% | -18.5% | -5.8% |
| 3Y | -5.8% | +74.9% | -80.6% | +20.1% |
| 5Y | -54.2% | +67.3% | -121.5% | -43.3% |
| 10Y | -37.2% | +311.6% | -348.8% | +52.7% |
| All | +33.9% | +838.2% | -804.3% | +608.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling