-99.4%
BERZ vs SPY
+77.5%
-176.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.9% | -4.4% | +29.3% | +3.5% |
| 7D | +52.9% | -4.7% | +57.6% | +26.1% |
| 30D | +88.0% | -5.9% | +93.9% | +48.8% |
| 3M | +36.1% | -4.5% | +40.6% | +18.1% |
| 6M | +1.1% | +1.8% | -0.7% | +34.5% |
| YTD | -47.4% | +8.3% | -55.7% | +4.1% |
| 1Y | -45.8% | +9.3% | -55.1% | +17.1% |
| 3Y | -97.6% | +74.9% | -172.4% | -1.6% |
| 5Y | -99.1% | +67.3% | -166.4% | -15.0% |
| All | -99.4% | +77.5% | -176.9% | -26.1% |
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