-60.1%
BLMN vs SPY
+78.7%
-138.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | -1.6% | +0.5% | -2.2% | -2.3% |
| 30D | -12.5% | -0.9% | -11.6% | -11.5% |
| 3M | +35.5% | +3.9% | +31.6% | +28.2% |
| 6M | +59.4% | +14.5% | +44.9% | +33.8% |
| YTD | +55.3% | +12.9% | +42.3% | +32.8% |
| 1Y | +38.4% | +19.4% | +19.1% | +10.6% |
| 3Y | -60.1% | +78.5% | -138.6% | -79.0% |
| All | -60.1% | +78.7% | -138.8% | -79.0% |
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 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