+21.3%
BZ vs SPY
+78.4%
-57.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +7.9% | -3.7% | +11.6% | +11.4% |
| 3M | +0.9% | -2.7% | +3.6% | +2.9% |
| 6M | +25.7% | +2.2% | +23.5% | +21.2% |
| YTD | -13.6% | +10.8% | -24.4% | -23.9% |
| 1Y | -16.7% | +11.2% | -27.9% | -26.9% |
| 3Y | +21.3% | +76.5% | -55.2% | -49.1% |
| All | +21.3% | +78.4% | -57.1% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling