+5.5%
BLCO vs SPY
+94.9%
-89.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +5.5% | +2.6% | +2.9% | +2.7% |
| 30D | +31.5% | -2.0% | +33.5% | +34.3% |
| 3M | +24.2% | -2.8% | +27.0% | +27.8% |
| 6M | +29.8% | +2.1% | +27.6% | +26.1% |
| YTD | +23.5% | +11.5% | +12.0% | +9.1% |
| 1Y | +34.4% | +13.5% | +21.0% | +16.6% |
| 3Y | +33.1% | +77.7% | -44.6% | -28.0% |
| All | +5.5% | +94.9% | -89.5% | -48.4% |
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 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