+7.1%
BLMN vs SPY
+594.4%
-587.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +1.3% |
| 7D | -6.7% | -0.9% | -5.8% | -5.6% |
| 30D | +16.6% | -2.4% | +19.0% | +20.4% |
| 3M | -8.0% | -1.2% | -6.9% | -6.6% |
| 6M | +22.2% | +3.3% | +18.9% | +16.4% |
| YTD | +65.8% | +12.3% | +53.5% | +42.6% |
| 1Y | +61.1% | +12.4% | +48.7% | +38.3% |
| 3Y | -49.5% | +78.8% | -128.3% | -76.2% |
| 5Y | -41.2% | +75.2% | -116.3% | -71.4% |
| 10Y | -32.9% | +311.1% | -344.0% | -86.8% |
| All | +7.1% | +594.4% | -587.3% | -85.7% |
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