-92.0%
BLDP vs SPY
+67.4%
-159.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +4.9% |
| 7D | -1.9% | -2.7% | +0.8% | +3.4% |
| 30D | -23.0% | -5.4% | -17.6% | -14.5% |
| 3M | -39.6% | -4.1% | -35.5% | -34.4% |
| 6M | -67.8% | +0.7% | -68.5% | -67.5% |
| YTD | -39.4% | +8.7% | -48.0% | -45.6% |
| 1Y | -56.6% | +10.9% | -67.5% | -62.3% |
| 3Y | -56.7% | +75.0% | -131.7% | -84.4% |
| All | -92.0% | +67.4% | -159.4% | -96.7% |
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