-82.8%
BZQ vs SPY
+79.8%
-162.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -3.5% |
| 7D | -2.5% | -2.0% | -0.5% | -5.1% |
| 30D | -23.1% | -1.7% | -21.4% | -24.7% |
| 3M | -25.8% | +4.7% | -30.5% | -20.7% |
| 6M | -12.9% | +12.5% | -25.4% | +4.5% |
| YTD | -39.3% | +11.7% | -51.1% | -27.4% |
| 1Y | -51.0% | +17.5% | -68.4% | -36.8% |
| 3Y | -64.5% | +76.6% | -141.0% | -16.2% |
| 5Y | -82.8% | +82.0% | -164.8% | -51.8% |
| All | -82.8% | +79.8% | -162.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling