-95.7%
BLNE vs SPY
+78.1%
-173.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -26.7% |
| 3M | -59.3% | -2.8% | -56.5% | -58.1% |
| 6M | -74.2% | +2.1% | -76.3% | -74.3% |
| YTD | -73.7% | +11.5% | -85.2% | -75.4% |
| 1Y | -74.0% | +13.5% | -87.5% | -75.8% |
| 3Y | -95.7% | +77.7% | -173.4% | -98.1% |
| All | -95.7% | +78.1% | -173.8% | -98.1% |
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