-64.5%
BZ vs SPY
+92.1%
-156.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.3% | -0.4% | -24.9% | -24.9% |
| 7D | -29.7% | +3.3% | -33.0% | -32.6% |
| 30D | -22.4% | -2.7% | -19.7% | -20.2% |
| 3M | -19.5% | -1.7% | -17.7% | -18.5% |
| 6M | -8.7% | +3.1% | -11.8% | -13.6% |
| YTD | -36.4% | +11.9% | -48.3% | -46.2% |
| 1Y | -39.3% | +12.0% | -51.3% | -48.7% |
| 3Y | -10.8% | +78.2% | -89.0% | -61.8% |
| 5Y | -65.8% | +73.2% | -139.0% | -84.9% |
| All | -64.5% | +92.1% | -156.6% | -86.4% |
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