-36.4%
BLOX vs SPY
+14.6%
-51.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -5.7% |
| 7D | -8.2% | -0.7% | -7.5% | -6.1% |
| 30D | -21.9% | -1.0% | -20.9% | -19.2% |
| 3M | -16.3% | -0.3% | -16.0% | -15.0% |
| 6M | -22.9% | +7.3% | -30.3% | -37.2% |
| YTD | -18.8% | +13.3% | -32.1% | -42.6% |
| 1Y | -36.4% | +14.8% | -51.2% | -56.7% |
| All | -36.4% | +14.6% | -51.1% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling