+133.8%
BSTZ vs SPY
+78.0%
+55.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.7% | +2.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -14.7% | -3.3% | -11.4% | -10.9% |
| 3M | -9.4% | -2.4% | -7.0% | -6.4% |
| 6M | -1.0% | +2.6% | -3.5% | -2.9% |
| YTD | +26.1% | +11.2% | +14.8% | +13.2% |
| 1Y | +32.0% | +13.4% | +18.6% | +16.2% |
| 3Y | +133.8% | +79.9% | +53.9% | +18.8% |
| All | +133.8% | +78.0% | +55.8% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling