+148.3%
BSTZ vs SPY
+179.8%
-31.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | -10.2% | -2.7% | -7.5% | -7.2% |
| 30D | -20.6% | -5.4% | -15.2% | -15.1% |
| 3M | -12.2% | -4.1% | -8.1% | -7.6% |
| 6M | -6.1% | +0.7% | -6.8% | -6.0% |
| YTD | +20.1% | +8.7% | +11.4% | +10.6% |
| 1Y | +24.5% | +10.9% | +13.6% | +12.2% |
| 3Y | +124.5% | +75.0% | +49.5% | +20.7% |
| 5Y | +3.1% | +67.8% | -64.7% | -41.1% |
| All | +148.3% | +179.8% | -31.6% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling