+199.8%
BSTZ vs SPY
+192.4%
+7.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +4.7% | +0.1% | +4.6% | +4.6% |
| 3M | +3.2% | +2.0% | +1.2% | +1.4% |
| 6M | +44.6% | +13.0% | +31.6% | +26.8% |
| YTD | +45.0% | +13.5% | +31.4% | +26.6% |
| 1Y | +57.9% | +20.0% | +37.9% | +29.6% |
| 3Y | +138.8% | +77.2% | +61.6% | +26.2% |
| 5Y | +27.2% | +81.9% | -54.7% | -33.6% |
| All | +199.8% | +192.4% | +7.4% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling