-30.0%
BLKB vs SPY
+82.0%
-112.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +2.6% | +0.1% | +2.6% | +2.6% |
| 3M | +66.0% | +2.0% | +64.0% | +62.5% |
| 6M | -5.4% | +13.0% | -18.4% | -15.8% |
| YTD | -25.6% | +13.5% | -39.2% | -34.0% |
| 1Y | -29.0% | +20.0% | -49.0% | -40.1% |
| 3Y | -38.1% | +77.2% | -115.3% | -65.1% |
| All | -30.0% | +82.0% | -112.0% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling