-1.0%
BTZ vs SPY
+72.1%
-73.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.6% | +2.6% | -4.2% | -2.6% |
| 30D | +2.1% | -2.0% | +4.1% | +2.8% |
| 3M | -6.0% | -2.8% | -3.2% | -5.1% |
| 6M | -3.0% | +2.1% | -5.1% | -3.9% |
| YTD | -5.2% | +11.5% | -16.6% | -9.2% |
| 1Y | -5.2% | +13.5% | -18.6% | -9.8% |
| 3Y | +32.3% | +77.7% | -45.4% | +4.8% |
| All | -1.0% | +72.1% | -73.1% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling