-97.5%
BEZ vs SPY
+10.0%
-107.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.0% | +1.3% | -27.3% | -14.8% |
| 7D | -24.2% | -0.9% | -23.3% | -20.6% |
| 30D | +5.8% | -2.4% | +8.1% | +3.5% |
| 3M | -51.5% | -1.2% | -50.4% | -45.6% |
| 6M | -72.6% | +3.3% | -75.9% | -37.6% |
| All | -97.5% | +10.0% | -107.5% | -90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling