+143.8%
BSTZ vs SPY
+179.0%
-35.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -1.6% |
| 7D | -15.7% | -4.7% | -11.0% | -10.8% |
| 30D | -23.2% | -5.9% | -17.3% | -17.4% |
| 3M | -14.9% | -4.5% | -10.3% | -9.9% |
| 6M | -5.3% | +1.8% | -7.1% | -6.4% |
| YTD | +17.9% | +8.3% | +9.6% | +8.9% |
| 1Y | +19.7% | +9.3% | +10.4% | +9.6% |
| 3Y | +117.6% | +74.9% | +42.8% | +17.1% |
| 5Y | +1.2% | +67.3% | -66.1% | -41.9% |
| All | +143.8% | +179.0% | -35.2% | -18.9% |
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