-7.2%
BLKB vs SPY
+311.6%
-318.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +3.8% |
| 7D | +5.9% | -4.7% | +10.6% | +10.7% |
| 30D | +28.2% | -5.9% | +34.2% | +35.6% |
| 3M | +21.6% | -4.5% | +26.1% | +26.7% |
| 6M | +51.8% | +1.8% | +50.0% | +47.3% |
| YTD | -11.9% | +8.3% | -20.2% | -19.8% |
| 1Y | -6.3% | +9.3% | -15.7% | -15.6% |
| 3Y | -23.7% | +74.9% | -98.5% | -58.7% |
| 5Y | -33.7% | +67.3% | -100.9% | -62.1% |
| All | -7.2% | +311.6% | -318.7% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling