-99.5%
BERZ vs SPY
+78.0%
-177.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -4.5% |
| 7D | +21.4% | -2.7% | +24.1% | +9.7% |
| 30D | +78.9% | -5.4% | +84.3% | +45.6% |
| 3M | +26.2% | -4.1% | +30.3% | +12.2% |
| 6M | +5.3% | +0.7% | +4.6% | +32.7% |
| YTD | -50.6% | +8.7% | -59.2% | -0.6% |
| 1Y | -52.7% | +10.9% | -63.5% | +9.0% |
| 3Y | -97.7% | +75.0% | -172.7% | -5.9% |
| 5Y | -99.2% | +67.8% | -167.0% | -18.8% |
| All | -99.5% | +78.0% | -177.5% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling