-63.2%
BZ vs SPY
+91.4%
-154.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +4.2% |
| 7D | -26.6% | +2.6% | -29.2% | -29.0% |
| 30D | -20.7% | -2.0% | -18.8% | -19.3% |
| 3M | -12.8% | -2.8% | -10.0% | -10.5% |
| 6M | -8.8% | +2.1% | -10.9% | -12.7% |
| YTD | -34.0% | +11.5% | -45.5% | -44.0% |
| 1Y | -35.6% | +13.5% | -49.1% | -46.6% |
| 3Y | -8.9% | +77.7% | -86.6% | -60.8% |
| 5Y | -64.5% | +72.6% | -137.1% | -84.3% |
| All | -63.2% | +91.4% | -154.6% | -85.8% |
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