+15.7%
BLOX vs SPY
+29.4%
-13.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +2.5% |
| 7D | +11.1% | +0.5% | +10.6% | +9.5% |
| 30D | +13.5% | -0.9% | +14.5% | +16.8% |
| 3M | -4.4% | +3.9% | -8.2% | -14.6% |
| 6M | +23.1% | +14.5% | +8.6% | -16.8% |
| YTD | +5.9% | +12.9% | -7.1% | -24.1% |
| 1Y | -3.0% | +19.4% | -22.3% | -38.3% |
| All | +15.7% | +29.4% | -13.8% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling