+223.5%
BLBD vs SPY
+81.0%
+142.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.6% |
| 7D | +1.4% | -0.4% | +1.8% | +1.9% |
| 30D | -4.2% | -1.4% | -2.8% | -2.7% |
| 3M | -12.0% | +3.7% | -15.7% | -15.5% |
| 6M | +18.0% | +13.0% | +5.0% | +3.3% |
| YTD | +33.2% | +12.4% | +20.8% | +17.2% |
| 1Y | +7.4% | +18.5% | -11.2% | -11.2% |
| 3Y | +190.3% | +77.6% | +112.7% | +52.0% |
| 5Y | +223.5% | +81.7% | +141.8% | +69.4% |
| All | +223.5% | +81.0% | +142.5% | +69.4% |
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 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