-38.1%
BLMN vs SPY
+312.5%
-350.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.2% | -5.0% |
| 7D | -9.0% | -0.4% | -8.6% | -8.5% |
| 30D | -18.0% | -1.4% | -16.6% | -16.4% |
| 3M | +21.7% | +3.7% | +18.0% | +15.0% |
| 6M | +55.6% | +13.0% | +42.6% | +31.2% |
| YTD | +46.5% | +12.4% | +34.1% | +24.4% |
| 1Y | +30.8% | +18.5% | +12.3% | +3.3% |
| 3Y | -62.4% | +77.6% | -140.0% | -83.1% |
| 5Y | -58.3% | +81.7% | -140.0% | -81.9% |
| 10Y | -38.1% | +319.7% | -357.7% | -89.9% |
| All | -38.1% | +312.5% | -350.6% | -89.9% |
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