+133.0%
BIZD vs SPY
+528.7%
-395.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -2.8% | -2.0% | -0.8% | -1.4% |
| 30D | -2.8% | -1.7% | -1.2% | -1.7% |
| 3M | +4.9% | +4.7% | +0.2% | +1.4% |
| 6M | +7.6% | +12.5% | -4.9% | -1.3% |
| YTD | -3.1% | +11.7% | -14.8% | -10.6% |
| 1Y | -8.5% | +17.5% | -26.0% | -18.7% |
| 3Y | +15.2% | +76.6% | -61.4% | -24.7% |
| 5Y | +29.4% | +82.0% | -52.6% | -18.3% |
| 10Y | +102.8% | +317.1% | -214.3% | -29.8% |
| All | +133.0% | +528.7% | -395.7% | -42.5% |
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