-97.6%
BLNK vs SPY
+322.5%
-420.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | -0.3% |
| 7D | -7.6% | -0.8% | -6.9% | -6.4% |
| 30D | -7.8% | -1.1% | -6.7% | -5.8% |
| 3M | -20.1% | +3.9% | -24.0% | -24.2% |
| 6M | -20.4% | +13.6% | -34.0% | -32.9% |
| YTD | -18.4% | +12.7% | -31.1% | -30.0% |
| 1Y | -56.5% | +17.5% | -74.0% | -64.6% |
| 3Y | -84.9% | +76.9% | -161.8% | -93.2% |
| 5Y | -98.2% | +83.6% | -181.8% | -99.2% |
| All | -97.6% | +322.5% | -420.0% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling