-98.4%
BZAI vs SPY
+82.2%
-180.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.2% |
| 7D | -21.9% | +2.6% | -24.4% | -23.0% |
| 30D | -34.3% | -2.0% | -32.4% | -33.4% |
| 3M | -86.3% | -2.8% | -83.5% | -86.0% |
| 6M | -90.4% | +2.1% | -92.6% | -90.4% |
| YTD | -91.8% | +11.5% | -103.3% | -92.0% |
| 1Y | -93.7% | +13.5% | -107.2% | -93.9% |
| 3Y | -98.5% | +77.7% | -176.2% | -98.6% |
| All | -98.4% | +82.2% | -180.5% | -98.5% |
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