-22.1%
BLOX vs SPY
+27.8%
-49.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.4% |
| 7D | -8.3% | +2.6% | -10.9% | -14.6% |
| 30D | -22.0% | -2.0% | -20.1% | -17.3% |
| 3M | -23.9% | -2.8% | -21.1% | -17.0% |
| 6M | -38.4% | +2.1% | -40.6% | -41.6% |
| YTD | -28.7% | +11.5% | -40.2% | -46.8% |
| 1Y | -33.5% | +13.5% | -47.0% | -52.7% |
| All | -22.1% | +27.8% | -49.9% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling