-49.9%
BZ vs SPY
+86.5%
-136.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -1.0% |
| 7D | +6.7% | -2.7% | +9.4% | +10.0% |
| 30D | +17.3% | -5.4% | +22.7% | +25.1% |
| 3M | +13.8% | -4.1% | +17.9% | +18.9% |
| 6M | +27.4% | +0.7% | +26.7% | +24.3% |
| YTD | -10.1% | +8.7% | -18.8% | -21.1% |
| 1Y | -13.2% | +10.9% | -24.1% | -25.9% |
| 3Y | +21.5% | +75.0% | -53.5% | -46.8% |
| 5Y | -47.0% | +67.8% | -114.8% | -75.7% |
| All | -49.9% | +86.5% | -136.4% | -80.0% |
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