-33.5%
BLZE vs SPY
+74.8%
-108.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.0% |
| 7D | +0.2% | -0.4% | +0.6% | +0.8% |
| 30D | -31.3% | -1.4% | -30.0% | -29.7% |
| 3M | +79.3% | +3.7% | +75.6% | +70.1% |
| 6M | +244.5% | +13.0% | +231.5% | +186.9% |
| YTD | +183.9% | +12.4% | +171.5% | +138.5% |
| 1Y | +43.5% | +18.5% | +25.0% | +12.3% |
| 3Y | +90.1% | +77.6% | +12.5% | -20.8% |
| All | -33.5% | +74.8% | -108.3% | -69.4% |
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