-31.5%
BLMN vs SPY
+307.0%
-338.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +3.0% |
| 7D | +6.4% | +2.6% | +3.8% | +2.8% |
| 30D | +10.9% | -2.0% | +12.9% | +14.1% |
| 3M | -3.9% | -2.8% | -1.1% | 0.0% |
| 6M | +25.2% | +2.1% | +23.1% | +20.6% |
| YTD | +68.1% | +11.5% | +56.6% | +44.4% |
| 1Y | +52.7% | +13.5% | +39.3% | +28.2% |
| 3Y | -49.1% | +77.7% | -126.8% | -77.2% |
| 5Y | -39.2% | +72.6% | -111.8% | -71.5% |
| All | -31.5% | +307.0% | -338.5% | -88.3% |
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