-88.5%
BLSG vs SPY
+13.1%
-101.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -5.5% |
| 7D | -27.7% | -1.0% | -26.7% | -31.8% |
| 30D | -56.9% | -1.2% | -55.7% | -60.4% |
| 3M | +10.7% | +2.5% | +8.3% | +12.8% |
| 6M | -84.2% | +14.0% | -98.1% | +2.5% |
| YTD | -84.2% | +14.0% | -98.1% | +2.5% |
| All | -88.5% | +13.1% | -101.7% | -33.2% |
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 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 · Available span rolling