+73.1%
BTZ vs SPY
+315.0%
-241.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +3.8% | -3.3% | +7.1% | +5.0% |
| 3M | -2.7% | -2.4% | -0.3% | -1.9% |
| 6M | -1.2% | +2.6% | -3.8% | -2.3% |
| YTD | -2.6% | +11.2% | -13.8% | -6.6% |
| 1Y | -2.8% | +13.4% | -16.2% | -7.4% |
| 3Y | +35.5% | +79.9% | -44.4% | +7.6% |
| 5Y | +1.7% | +72.2% | -70.5% | -18.7% |
| 10Y | +73.1% | +307.3% | -234.2% | +4.7% |
| All | +73.1% | +315.0% | -241.9% | +4.7% |
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 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