+106.4%
BTZ vs SPY
+644.1%
-537.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +1.2% | -2.7% | +3.9% | +2.8% |
| 30D | +3.6% | -5.4% | +9.0% | +7.0% |
| 3M | -2.8% | -4.1% | +1.3% | -0.5% |
| 6M | -2.2% | +0.7% | -2.9% | -3.0% |
| YTD | -3.6% | +8.7% | -12.3% | -8.8% |
| 1Y | -3.8% | +10.9% | -14.7% | -10.1% |
| 3Y | +33.7% | +75.0% | -41.3% | -7.6% |
| 5Y | +0.8% | +67.8% | -66.9% | -29.7% |
| 10Y | +68.4% | +312.9% | -244.5% | -42.1% |
| All | +106.4% | +644.1% | -537.7% | -64.6% |
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 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