-100.0%
BLNK vs SPY
+826.6%
-926.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.7% |
| 7D | +13.0% | +0.5% | +12.4% | +12.3% |
| 30D | -6.2% | -0.9% | -5.3% | -4.6% |
| 3M | -18.0% | +3.9% | -21.9% | -21.8% |
| 6M | -13.6% | +14.5% | -28.1% | -26.8% |
| YTD | -13.9% | +12.9% | -26.9% | -25.2% |
| 1Y | -47.8% | +19.4% | -67.2% | -57.6% |
| 3Y | -83.9% | +78.5% | -162.4% | -92.2% |
| 5Y | -98.2% | +81.8% | -179.9% | -99.1% |
| 10Y | -97.6% | +311.5% | -409.1% | -99.5% |
| All | -100.0% | +826.6% | -926.6% | -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