-97.3%
BZFD vs SPY
+115.8%
-213.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.3% |
| 7D | -3.6% | -0.4% | -3.2% | -3.1% |
| 30D | -5.3% | -1.4% | -3.9% | -3.4% |
| 3M | -20.1% | +3.7% | -23.9% | -24.0% |
| 6M | +33.3% | +13.0% | +20.2% | +13.5% |
| YTD | +15.1% | +12.4% | +2.7% | -1.1% |
| 1Y | -44.8% | +18.5% | -63.4% | -55.6% |
| 3Y | -27.5% | +77.6% | -105.1% | -62.1% |
| 5Y | -97.3% | +81.7% | -179.0% | -98.7% |
| All | -97.3% | +115.8% | -213.1% | -98.8% |
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 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