-98.8%
BZFD vs SPY
+115.6%
-214.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +0.7% |
| 7D | -48.6% | -0.9% | -47.7% | -46.0% |
| 30D | -59.6% | -2.4% | -57.2% | -56.5% |
| 3M | -57.8% | -1.2% | -56.6% | -55.3% |
| 6M | -35.2% | +3.3% | -38.5% | -35.4% |
| YTD | -49.1% | +12.3% | -61.4% | -54.5% |
| 1Y | -55.4% | +12.4% | -67.8% | -59.9% |
| 3Y | -60.7% | +78.8% | -139.5% | -78.7% |
| 5Y | -98.8% | +75.2% | -174.0% | -99.4% |
| All | -98.8% | +115.6% | -214.4% | -99.4% |
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