-51.0%
BLMN vs SPY
+78.4%
-129.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | -2.9% | -0.6% | -2.3% | -2.1% |
| 30D | +15.5% | -3.7% | +19.1% | +21.1% |
| 3M | -9.9% | -2.7% | -7.1% | -6.7% |
| 6M | +22.3% | +2.2% | +20.1% | +17.8% |
| YTD | +60.9% | +10.8% | +50.1% | +40.6% |
| 1Y | +55.2% | +11.2% | +43.9% | +34.8% |
| 3Y | -51.0% | +76.5% | -127.4% | -76.2% |
| All | -51.0% | +78.4% | -129.3% | -76.2% |
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