+1.0%
BLOK vs SPY
+72.1%
-71.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.1% |
| 7D | +1.5% | +2.6% | -1.1% | -3.0% |
| 30D | -10.3% | -2.0% | -8.3% | -6.7% |
| 3M | -17.2% | -2.8% | -14.4% | -12.3% |
| 6M | -22.1% | +2.1% | -24.2% | -23.9% |
| YTD | -12.1% | +11.5% | -23.6% | -25.4% |
| 1Y | -16.8% | +13.5% | -30.2% | -31.3% |
| 3Y | +147.6% | +77.7% | +69.9% | -0.5% |
| All | +1.0% | +72.1% | -71.1% | -54.0% |
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 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