-95.3%
BZAI vs SPY
+85.5%
-180.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.8% | -8.0% |
| 7D | -13.2% | +0.1% | -13.3% | -13.2% |
| 30D | -50.8% | +0.1% | -50.9% | -50.7% |
| 3M | -74.6% | +2.0% | -76.6% | -74.7% |
| 6M | -60.3% | +13.0% | -73.4% | -62.1% |
| YTD | -76.4% | +13.5% | -90.0% | -77.4% |
| 1Y | -85.3% | +20.0% | -105.2% | -86.0% |
| 3Y | -95.6% | +77.2% | -172.8% | -96.0% |
| All | -95.3% | +85.5% | -180.8% | -95.7% |
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