-24.0%
BLKB vs SPY
+74.5%
-98.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +2.0% |
| 7D | +5.9% | -4.7% | +10.6% | +8.6% |
| 30D | +28.2% | -5.9% | +34.2% | +32.5% |
| 3M | +21.6% | -4.5% | +26.1% | +24.6% |
| 6M | +51.8% | +1.8% | +50.0% | +48.8% |
| YTD | -11.9% | +8.3% | -20.2% | -17.2% |
| 1Y | -6.3% | +9.3% | -15.7% | -12.6% |
| All | -24.0% | +74.5% | -98.5% | -51.4% |
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