-98.6%
BZQ vs SPY
+322.5%
-421.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +3.8% |
| 7D | -2.0% | -0.8% | -1.2% | -3.6% |
| 30D | -22.0% | -1.1% | -21.0% | -23.7% |
| 3M | -19.7% | +3.9% | -23.6% | -13.1% |
| 6M | -10.7% | +13.6% | -24.3% | +18.9% |
| YTD | -38.1% | +12.7% | -50.7% | -18.1% |
| 1Y | -49.3% | +17.5% | -66.8% | -26.2% |
| 3Y | -61.9% | +76.9% | -138.8% | +43.1% |
| 5Y | -82.4% | +83.6% | -166.0% | -22.4% |
| All | -98.6% | +322.5% | -421.1% | +31.9% |
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