+38.0%
BL vs SPY
+322.1%
-284.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +7.4% | +0.1% | +7.3% | +7.4% |
| 3M | +13.9% | +2.0% | +11.9% | +11.1% |
| 6M | -11.7% | +13.0% | -24.7% | -23.8% |
| YTD | -40.8% | +13.5% | -54.4% | -49.0% |
| 1Y | -38.4% | +20.0% | -58.3% | -50.1% |
| 3Y | -44.0% | +77.2% | -121.1% | -71.1% |
| 5Y | -72.3% | +81.9% | -154.1% | -85.7% |
| All | +38.0% | +322.1% | -284.1% | -75.1% |
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