+63.9%
BTZ vs SPY
+311.3%
-247.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | -1.7% | -0.9% | -0.8% | -1.4% |
| 3M | +1.4% | +3.9% | -2.5% | -0.1% |
| 6M | +1.6% | +14.5% | -12.9% | -3.5% |
| YTD | -1.6% | +12.9% | -14.6% | -6.1% |
| 1Y | -1.5% | +19.4% | -20.9% | -8.0% |
| 3Y | +31.6% | +78.5% | -46.9% | +4.9% |
| 5Y | +1.9% | +81.8% | -79.9% | -20.2% |
| 10Y | +63.9% | +311.5% | -247.6% | -4.1% |
| All | +63.9% | +311.3% | -247.4% | -4.1% |
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