-40.1%
BETZ vs SPY
+71.5%
-111.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -1.9% |
| 7D | -3.5% | +0.1% | -3.6% | -3.7% |
| 30D | -1.4% | -3.3% | +1.9% | +2.2% |
| 3M | -13.0% | -2.4% | -10.6% | -10.9% |
| 6M | -11.5% | +2.6% | -14.0% | -14.7% |
| YTD | -21.0% | +11.2% | -32.2% | -30.7% |
| 1Y | -15.7% | +13.4% | -29.1% | -27.7% |
| 3Y | +12.3% | +79.9% | -67.6% | -46.6% |
| 5Y | -40.1% | +72.2% | -112.3% | -69.3% |
| All | -40.1% | +71.5% | -111.6% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling