-99.8%
BZQ vs SPY
+1,019.9%
-1,119.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -5.5% |
| 7D | -10.6% | +0.5% | -11.2% | -9.5% |
| 30D | -17.4% | -0.9% | -16.5% | -19.1% |
| 3M | -26.7% | +3.9% | -30.6% | -19.9% |
| 6M | -18.8% | +14.5% | -33.3% | +13.3% |
| YTD | -39.5% | +12.9% | -52.4% | -17.4% |
| 1Y | -51.9% | +19.4% | -71.2% | -24.8% |
| 3Y | -64.6% | +78.5% | -143.0% | +52.2% |
| 5Y | -83.4% | +81.8% | -165.2% | -19.3% |
| 10Y | -98.6% | +311.5% | -410.1% | +33.8% |
| All | -99.8% | +1,019.9% | -1,119.6% | +719.3% |
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