-49.6%
BZ vs SPY
+85.9%
-135.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +7.3% |
| 7D | +9.1% | -4.7% | +13.8% | +15.5% |
| 30D | +17.5% | -5.9% | +23.5% | +26.3% |
| 3M | +13.8% | -4.5% | +18.4% | +19.6% |
| 6M | +33.1% | +1.8% | +31.3% | +28.0% |
| YTD | -9.6% | +8.3% | -17.9% | -20.2% |
| 1Y | -12.1% | +9.3% | -21.5% | -23.6% |
| 3Y | +21.9% | +74.9% | -52.9% | -46.6% |
| 5Y | -46.7% | +67.3% | -114.0% | -75.5% |
| All | -49.6% | +85.9% | -135.5% | -79.8% |
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 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