+13.8%
BL vs SPY
+313.5%
-299.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +1.6% |
| 7D | -20.9% | +0.1% | -21.0% | -21.1% |
| 30D | -9.4% | -3.3% | -6.1% | -6.3% |
| 3M | -8.7% | -2.4% | -6.3% | -6.4% |
| 6M | -11.9% | +2.6% | -14.5% | -14.9% |
| YTD | -51.2% | +11.2% | -62.5% | -57.1% |
| 1Y | -49.7% | +13.4% | -63.1% | -56.7% |
| 3Y | -48.1% | +79.9% | -128.0% | -73.9% |
| 5Y | -79.5% | +72.2% | -151.7% | -88.9% |
| 10Y | +17.2% | +307.3% | -290.1% | -77.3% |
| All | +13.8% | +313.5% | -299.7% | -79.0% |
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