+289.2%
BLOK vs SPY
+203.8%
+85.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.4% |
| 7D | -3.8% | -2.0% | -1.8% | -1.1% |
| 30D | +6.2% | -1.7% | +7.9% | +8.8% |
| 3M | +4.3% | +4.7% | -0.4% | -1.6% |
| 6M | +18.0% | +12.5% | +5.5% | +1.9% |
| YTD | +10.6% | +11.7% | -1.1% | -3.0% |
| 1Y | +1.0% | +17.5% | -16.5% | -16.5% |
| 3Y | +219.4% | +76.6% | +142.8% | +62.9% |
| 5Y | +58.3% | +82.0% | -23.7% | -18.4% |
| All | +289.2% | +203.8% | +85.4% | +24.6% |
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