-86.2%
BLDP vs SPY
+82.0%
-168.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.9% |
| 7D | +4.0% | +0.1% | +3.9% | +3.8% |
| 30D | -11.4% | +0.1% | -11.4% | -11.3% |
| 3M | -61.4% | +2.0% | -63.4% | -62.2% |
| 6M | +8.8% | +13.0% | -4.2% | -10.0% |
| YTD | -7.9% | +13.5% | -21.4% | -24.1% |
| 1Y | +26.5% | +20.0% | +6.5% | -4.1% |
| 3Y | -44.7% | +77.2% | -121.9% | -80.2% |
| All | -86.2% | +82.0% | -168.2% | -95.0% |
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