-99.6%
BERZ vs SPY
+86.0%
-185.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -4.0% |
| 7D | -6.4% | +0.1% | -6.5% | -5.7% |
| 30D | -12.5% | +0.1% | -12.6% | -11.5% |
| 3M | -7.0% | +2.0% | -9.0% | +14.1% |
| 6M | -66.9% | +13.0% | -80.0% | -28.2% |
| YTD | -66.2% | +13.5% | -79.7% | -22.0% |
| 1Y | -79.7% | +20.0% | -99.7% | -34.1% |
| 3Y | -98.5% | +77.2% | -175.7% | -36.5% |
| 5Y | -99.6% | +81.9% | -181.4% | -41.2% |
| All | -99.6% | +86.0% | -185.7% | -44.6% |
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