+312.3%
BLBD vs SPY
+318.9%
-6.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -0.5% |
| 30D | -6.2% | -1.7% | -4.6% | -4.6% |
| 3M | -9.7% | +4.7% | -14.4% | -13.8% |
| 6M | +16.2% | +12.5% | +3.7% | +3.4% |
| YTD | +32.0% | +11.7% | +20.3% | +18.4% |
| 1Y | +8.1% | +17.5% | -9.4% | -8.1% |
| 3Y | +187.8% | +76.6% | +111.2% | +63.6% |
| 5Y | +222.3% | +82.0% | +140.3% | +79.3% |
| All | +312.3% | +318.9% | -6.6% | +11.4% |
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