-53.7%
BZ vs SPY
+94.9%
-148.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -4.9% | +0.1% | -5.1% | -5.2% |
| 30D | +4.5% | +0.1% | +4.5% | +4.3% |
| 3M | +18.8% | +2.0% | +16.8% | +15.2% |
| 6M | +6.6% | +13.0% | -6.4% | -10.1% |
| YTD | -17.0% | +13.5% | -30.5% | -30.5% |
| 1Y | -29.0% | +20.0% | -49.0% | -44.8% |
| 3Y | +11.9% | +77.2% | -65.3% | -51.0% |
| 5Y | -54.6% | +81.9% | -136.4% | -80.8% |
| All | -53.7% | +94.9% | -148.6% | -82.4% |
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 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