-37.7%
BLZE vs SPY
+75.2%
-112.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | -0.7% |
| 7D | -7.8% | -0.8% | -7.1% | -6.6% |
| 30D | -35.9% | -1.1% | -34.8% | -34.7% |
| 3M | +62.1% | +3.9% | +58.2% | +53.6% |
| 6M | +228.9% | +13.6% | +215.3% | +171.7% |
| YTD | +166.1% | +12.7% | +153.4% | +122.7% |
| 1Y | +31.1% | +17.5% | +13.6% | +4.1% |
| 3Y | +85.1% | +76.9% | +8.2% | -22.3% |
| All | -37.7% | +75.2% | -112.9% | -71.4% |
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 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