+28.5%
BLGR vs SPY
+30.2%
-1.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | +0.7% | +0.5% | +0.2% | 0.0% |
| 30D | -1.6% | -0.9% | -0.6% | -0.4% |
| 3M | +3.1% | +3.9% | -0.7% | -1.6% |
| 6M | +16.2% | +14.5% | +1.6% | -1.6% |
| YTD | +10.6% | +12.9% | -2.3% | -4.6% |
| 1Y | +16.9% | +19.4% | -2.4% | -5.4% |
| All | +28.5% | +30.2% | -1.7% | -4.9% |
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