-59.3%
BLNE vs SPY
-2.4%
-56.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.4% | -0.4% | -23.0% | -23.0% |
| 7D | -25.9% | +2.6% | -28.5% | -27.7% |
| 30D | -28.3% | -2.0% | -26.3% | -26.5% |
| 3M | -59.3% | -2.8% | -56.5% | -57.6% |
| All | -59.3% | -2.4% | -56.9% | -57.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling