-99.9%
BLNE vs SPY
+295.2%
-395.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.7% |
| 7D | -2.9% | +0.5% | -3.4% | -3.2% |
| 30D | +1.0% | -0.9% | +1.9% | +1.8% |
| 3M | -11.3% | +3.9% | -15.2% | -13.7% |
| 6M | -62.6% | +14.5% | -77.2% | -65.8% |
| YTD | -40.7% | +12.9% | -53.6% | -45.0% |
| 1Y | -61.1% | +19.4% | -80.4% | -65.1% |
| 3Y | -93.7% | +78.5% | -172.1% | -95.9% |
| 5Y | -99.8% | +81.8% | -181.6% | -99.9% |
| All | -99.9% | +295.2% | -395.2% | -100.0% |
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