+27.7%
BETZ vs SPY
+170.0%
-142.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +2.9% | +0.1% | +2.8% | +2.8% |
| 3M | +1.1% | +2.0% | -0.8% | -1.5% |
| 6M | +4.1% | +13.0% | -8.9% | -10.3% |
| YTD | -7.7% | +13.5% | -21.2% | -20.9% |
| 1Y | -18.3% | +20.0% | -38.3% | -34.5% |
| 3Y | +16.6% | +77.2% | -60.6% | -43.4% |
| 5Y | -35.2% | +81.9% | -117.1% | -69.1% |
| All | +27.7% | +170.0% | -142.3% | -62.4% |
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 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