+10.7%
BLOX vs SPY
+28.0%
-17.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -1.3% |
| 7D | -2.5% | -2.0% | -0.5% | +3.4% |
| 30D | +10.1% | -1.7% | +11.7% | +15.6% |
| 3M | -2.0% | +4.7% | -6.8% | -14.9% |
| 6M | +13.4% | +12.5% | +0.9% | -19.1% |
| YTD | +1.3% | +11.7% | -10.4% | -25.1% |
| 1Y | -11.5% | +17.5% | -29.0% | -41.2% |
| All | +10.7% | +28.0% | -17.4% | -40.0% |
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 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