-23.6%
BLKB vs SPY
+82.6%
-106.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.8% | +2.5% |
| 7D | +6.8% | -0.7% | +7.5% | +7.2% |
| 30D | +29.4% | -1.0% | +30.5% | +30.1% |
| 3M | +23.2% | -0.3% | +23.5% | +23.3% |
| 6M | +49.1% | +7.3% | +41.8% | +41.8% |
| YTD | -11.5% | +13.3% | -24.8% | -18.8% |
| 1Y | -9.7% | +14.8% | -24.5% | -17.9% |
| All | -23.6% | +82.6% | -106.2% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling