+12.3%
BETZ vs SPY
+78.0%
-65.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -1.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -1.4% | -3.3% | +1.9% | +1.5% |
| 3M | -13.0% | -2.4% | -10.6% | -11.2% |
| 6M | -11.5% | +2.6% | -14.0% | -14.0% |
| YTD | -21.0% | +11.2% | -32.2% | -28.9% |
| 1Y | -15.7% | +13.4% | -29.1% | -25.5% |
| 3Y | +12.3% | +79.9% | -67.6% | -44.4% |
| All | +12.3% | +78.0% | -65.7% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling