-37.6%
BLDP vs SPY
+2,127.0%
-2,164.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -11.4% | +0.1% | -11.4% | -11.3% |
| 3M | -61.4% | +2.0% | -63.4% | -61.9% |
| 6M | +8.8% | +13.0% | -4.2% | -4.6% |
| YTD | -7.9% | +13.5% | -21.4% | -19.4% |
| 1Y | +26.5% | +20.0% | +6.5% | +4.3% |
| 3Y | -44.7% | +77.2% | -121.9% | -71.7% |
| 5Y | -85.7% | +81.9% | -167.6% | -92.4% |
| 10Y | +9.3% | +314.1% | -304.7% | -75.4% |
| All | -37.6% | +2,127.0% | -2,164.6% | -95.8% |
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