-99.8%
BLNE vs SPY
+81.0%
-180.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -5.6% | -0.4% | -5.2% | -5.2% |
| 30D | -9.8% | -1.4% | -8.4% | -8.5% |
| 3M | -10.6% | +3.7% | -14.3% | -13.5% |
| 6M | -65.6% | +13.0% | -78.6% | -68.8% |
| YTD | -41.3% | +12.4% | -53.7% | -46.3% |
| 1Y | -61.2% | +18.5% | -79.7% | -65.7% |
| 3Y | -93.7% | +77.6% | -171.4% | -96.3% |
| 5Y | -99.8% | +81.7% | -181.5% | -99.9% |
| All | -99.8% | +81.0% | -180.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling