-9.8%
BLCO vs SPY
+98.5%
-108.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | +7.6% | +0.1% | +7.6% | +7.5% |
| 3M | +17.5% | +2.0% | +15.5% | +14.6% |
| 6M | -0.1% | +13.0% | -13.1% | -12.8% |
| YTD | +5.6% | +13.5% | -7.9% | -8.3% |
| 1Y | +23.6% | +20.0% | +3.7% | +1.2% |
| 3Y | +0.5% | +77.2% | -76.7% | -45.5% |
| All | -9.8% | +98.5% | -108.3% | -56.6% |
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