-22.5%
BRZE vs SPY
+18.1%
-40.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.1% |
| 7D | -25.1% | -0.8% | -24.3% | -24.5% |
| 30D | -13.5% | -1.1% | -12.5% | -12.6% |
| 3M | +10.5% | +3.9% | +6.7% | +7.7% |
| 6M | +27.1% | +13.6% | +13.5% | +13.6% |
| YTD | -30.2% | +12.7% | -42.9% | -36.9% |
| 1Y | -22.5% | +17.5% | -40.0% | -33.7% |
| All | -22.5% | +18.1% | -40.6% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling