+154.9%
BSTZ vs SPY
+187.1%
-32.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +2.7% | +2.6% | +0.1% | -0.2% |
| 30D | -11.2% | -2.0% | -9.2% | -8.9% |
| 3M | -15.9% | -2.8% | -13.1% | -12.8% |
| 6M | -4.3% | +2.1% | -6.4% | -5.7% |
| YTD | +23.3% | +11.5% | +11.8% | +10.3% |
| 1Y | +31.3% | +13.5% | +17.9% | +15.3% |
| 3Y | +122.9% | +77.7% | +45.2% | +17.8% |
| 5Y | +5.1% | +72.6% | -67.5% | -41.8% |
| All | +154.9% | +187.1% | -32.2% | -17.8% |
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