-98.3%
BZAI vs SPY
+78.4%
-176.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.1% |
| 7D | -14.8% | -0.6% | -14.2% | -14.0% |
| 30D | -39.1% | -3.7% | -35.4% | -36.2% |
| 3M | -82.6% | -2.7% | -79.9% | -82.0% |
| 6M | -90.4% | +2.2% | -92.6% | -90.4% |
| YTD | -90.8% | +10.8% | -101.7% | -91.4% |
| 1Y | -94.7% | +11.2% | -105.9% | -95.1% |
| 3Y | -98.3% | +76.5% | -174.8% | -98.6% |
| All | -98.3% | +78.4% | -176.7% | -98.6% |
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