-98.2%
BLNK vs SPY
+79.8%
-178.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.0% |
| 7D | -9.4% | -2.0% | -7.4% | -5.6% |
| 30D | -8.8% | -1.7% | -7.2% | -5.3% |
| 3M | -19.7% | +4.7% | -24.4% | -26.0% |
| 6M | -20.2% | +12.5% | -32.7% | -34.3% |
| YTD | -19.3% | +11.7% | -31.1% | -32.3% |
| 1Y | -52.4% | +17.5% | -69.9% | -63.1% |
| 3Y | -84.9% | +76.6% | -161.5% | -94.5% |
| 5Y | -98.2% | +82.0% | -180.3% | -99.3% |
| All | -98.2% | +79.8% | -178.0% | -99.3% |
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