+25.7%
BL vs SPY
+307.0%
-281.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.1% |
| 7D | +14.1% | +2.6% | +11.5% | +10.9% |
| 30D | +0.7% | -2.0% | +2.7% | +2.5% |
| 3M | -5.8% | -2.8% | -3.1% | -3.1% |
| 6M | +17.0% | +2.1% | +14.9% | +13.6% |
| YTD | -46.6% | +11.5% | -58.1% | -53.2% |
| 1Y | -46.7% | +13.5% | -60.2% | -54.2% |
| 3Y | -43.4% | +77.7% | -121.1% | -71.0% |
| 5Y | -77.0% | +72.6% | -149.6% | -87.5% |
| All | +25.7% | +307.0% | -281.3% | -71.6% |
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 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