+8.1%
BSTZ vs SPY
+72.2%
-64.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -3.0% | -0.6% | -2.4% | -2.2% |
| 30D | -15.3% | -3.7% | -11.6% | -11.0% |
| 3M | -10.8% | -2.7% | -8.0% | -7.3% |
| 6M | -1.7% | +2.2% | -3.8% | -3.4% |
| YTD | +25.2% | +10.8% | +14.4% | +11.6% |
| 1Y | +28.7% | +11.2% | +17.5% | +14.3% |
| 3Y | +128.4% | +76.5% | +51.9% | +12.6% |
| 5Y | +8.1% | +72.9% | -64.8% | -42.7% |
| All | +8.1% | +72.2% | -64.1% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling