+12.0%
BL vs SPY
+304.1%
-292.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | -18.0% | -0.6% | -17.4% | -17.6% |
| 30D | -8.2% | -3.7% | -4.5% | -4.7% |
| 3M | -6.7% | -2.7% | -3.9% | -3.9% |
| 6M | -10.8% | +2.2% | -13.0% | -13.4% |
| YTD | -50.6% | +10.8% | -61.4% | -56.4% |
| 1Y | -49.8% | +11.2% | -61.1% | -55.9% |
| 3Y | -47.7% | +76.5% | -124.2% | -73.0% |
| 5Y | -78.6% | +72.9% | -151.6% | -88.4% |
| 10Y | +12.0% | +304.8% | -292.9% | -75.3% |
| All | +12.0% | +304.1% | -292.1% | -75.3% |
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 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