+689.5%
BLKB vs SPY
+955.8%
-266.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.8% | +1.7% |
| 7D | +6.8% | -0.7% | +7.5% | +7.5% |
| 30D | +29.4% | -1.0% | +30.5% | +30.6% |
| 3M | +23.2% | -0.3% | +23.5% | +23.4% |
| 6M | +49.1% | +7.3% | +41.8% | +36.9% |
| YTD | -11.5% | +13.3% | -24.8% | -23.3% |
| 1Y | -9.7% | +14.8% | -24.5% | -22.8% |
| 3Y | -23.3% | +82.9% | -106.3% | -60.9% |
| 5Y | -32.9% | +75.6% | -108.5% | -64.2% |
| 10Y | -2.8% | +330.5% | -333.3% | -80.1% |
| All | +689.5% | +955.8% | -266.3% | -31.4% |
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 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