+30.1%
BIZD vs SPY
+82.3%
-52.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | 0.0% |
| 7D | -2.1% | -0.8% | -1.3% | -1.6% |
| 30D | -1.8% | -1.1% | -0.7% | -1.1% |
| 3M | +5.4% | +3.9% | +1.5% | +2.8% |
| 6M | +8.8% | +13.6% | -4.8% | 0.0% |
| YTD | -2.5% | +12.7% | -15.2% | -9.9% |
| 1Y | -8.5% | +17.5% | -26.0% | -17.7% |
| 3Y | +15.2% | +76.9% | -61.7% | -21.4% |
| All | +30.1% | +82.3% | -52.1% | -15.1% |
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 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