+71.6%
BTZ vs SPY
+308.5%
-236.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.2% | +3.3% | -5.5% | -3.4% |
| 30D | +0.6% | -2.7% | +3.3% | +1.5% |
| 3M | -6.1% | -1.7% | -4.3% | -5.5% |
| 6M | -3.9% | +3.1% | -7.0% | -5.1% |
| YTD | -6.0% | +11.9% | -17.9% | -10.0% |
| 1Y | -6.7% | +12.0% | -18.7% | -10.8% |
| 3Y | +31.3% | +78.2% | -46.9% | +4.7% |
| 5Y | -1.8% | +73.2% | -75.0% | -21.6% |
| All | +71.6% | +308.5% | -236.9% | +4.6% |
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