+110.0%
BTZ vs SPY
+677.5%
-567.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | +0.8% | +2.0% | -1.2% | -0.6% |
| 6M | -0.6% | +13.0% | -13.6% | -8.0% |
| YTD | -1.9% | +13.5% | -15.5% | -9.5% |
| 1Y | -0.1% | +20.0% | -20.1% | -11.0% |
| 3Y | +30.1% | +77.2% | -47.1% | -10.6% |
| 5Y | +3.2% | +81.9% | -78.6% | -31.6% |
| 10Y | +63.6% | +314.1% | -250.5% | -43.4% |
| All | +110.0% | +677.5% | -567.5% | -64.9% |
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