-93.6%
BLFS vs SPY
+3,091.8%
-3,185.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +4.3% | +0.1% | +4.2% | +4.3% |
| 3M | +30.1% | +2.0% | +28.1% | +28.9% |
| 6M | +70.5% | +13.0% | +57.5% | +60.8% |
| YTD | +45.8% | +13.5% | +32.2% | +37.3% |
| 1Y | +36.3% | +20.0% | +16.3% | +25.1% |
| 3Y | +163.1% | +77.2% | +85.9% | +105.9% |
| 5Y | -33.8% | +81.9% | -115.7% | -47.4% |
| 10Y | +1,949.4% | +314.1% | +1,635.4% | +1,274.2% |
| All | -93.6% | +3,091.8% | -3,185.4% | -97.0% |
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