-92.9%
BLND vs SPY
+88.0%
-180.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.4% |
| 7D | -3.9% | +0.5% | -4.4% | -4.7% |
| 30D | -8.6% | -0.9% | -7.6% | -7.2% |
| 3M | -12.9% | +3.9% | -16.7% | -17.9% |
| 6M | -9.7% | +14.5% | -24.2% | -26.3% |
| YTD | -51.0% | +12.9% | -63.9% | -58.9% |
| 1Y | -65.9% | +19.4% | -85.3% | -73.6% |
| 3Y | +34.2% | +78.5% | -44.2% | -47.7% |
| 5Y | -90.6% | +81.8% | -172.4% | -96.5% |
| All | -92.9% | +88.0% | -180.8% | -97.6% |
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