+24.3%
BL vs SPY
+317.8%
-293.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.7% |
| 7D | -8.4% | -0.4% | -8.1% | -8.0% |
| 30D | +0.6% | -1.4% | +2.0% | +2.4% |
| 3M | +4.0% | +3.7% | +0.3% | -0.3% |
| 6M | -20.7% | +13.0% | -33.7% | -31.5% |
| YTD | -46.7% | +12.4% | -59.1% | -53.5% |
| 1Y | -46.0% | +18.5% | -64.5% | -55.7% |
| 3Y | -47.5% | +77.6% | -125.1% | -73.0% |
| 5Y | -75.7% | +81.7% | -157.4% | -87.4% |
| All | +24.3% | +317.8% | -293.5% | -77.3% |
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