-55.7%
BZFD vs SPY
+78.0%
-133.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +1.1% |
| 7D | -39.8% | +0.1% | -39.8% | -36.9% |
| 30D | -54.0% | -3.3% | -50.7% | -48.6% |
| 3M | -52.8% | -2.4% | -50.4% | -48.1% |
| 6M | -33.5% | +2.6% | -36.1% | -33.1% |
| YTD | -41.2% | +11.2% | -52.4% | -48.6% |
| 1Y | -48.4% | +13.4% | -61.8% | -56.1% |
| 3Y | -55.7% | +79.9% | -135.6% | -78.1% |
| All | -55.7% | +78.0% | -133.8% | -78.1% |
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