+119.8%
BLBD vs SPY
+72.1%
+47.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | -4.6% | +2.6% | -7.2% | -7.2% |
| 30D | -2.3% | -2.0% | -0.4% | -0.2% |
| 3M | -14.3% | -2.8% | -11.5% | -11.7% |
| 6M | -21.9% | +2.1% | -24.1% | -23.7% |
| YTD | +17.9% | +11.5% | +6.4% | +4.6% |
| 1Y | +6.8% | +13.5% | -6.7% | -7.2% |
| 3Y | +207.1% | +77.7% | +129.4% | +61.0% |
| All | +119.8% | +72.1% | +47.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling