-61.6%
BZQ vs SPY
+76.5%
-138.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +2.4% |
| 7D | +0.4% | -0.4% | +0.8% | -0.1% |
| 30D | -15.3% | -1.4% | -13.9% | -16.9% |
| 3M | -23.6% | +3.7% | -27.3% | -19.0% |
| 6M | -12.2% | +13.0% | -25.2% | +7.7% |
| YTD | -37.7% | +12.4% | -50.1% | -23.5% |
| 1Y | -50.6% | +18.5% | -69.1% | -34.3% |
| All | -61.6% | +76.5% | -138.2% | +6.6% |
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