+157.8%
BLES vs SPY
+277.9%
-120.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +3.6% | +2.0% | +1.7% | +1.7% |
| 6M | +9.4% | +13.0% | -3.6% | -2.1% |
| YTD | +16.6% | +13.5% | +3.1% | +3.9% |
| 1Y | +21.2% | +20.0% | +1.3% | +2.7% |
| 3Y | +57.6% | +77.2% | -19.6% | -7.5% |
| 5Y | +46.8% | +81.9% | -35.1% | -16.3% |
| All | +157.8% | +277.9% | -120.1% | -22.0% |
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 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