-49.4%
BLSH vs SPY
+14.6%
-64.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -4.0% |
| 7D | -19.5% | -0.7% | -18.8% | -17.2% |
| 30D | -32.7% | -1.0% | -31.6% | -29.9% |
| 3M | -2.8% | -0.3% | -2.5% | -0.2% |
| 6M | -43.2% | +7.3% | -50.5% | -51.5% |
| YTD | -38.9% | +13.3% | -52.2% | -54.6% |
| 1Y | -49.4% | +14.8% | -64.2% | -63.8% |
| All | -49.4% | +14.6% | -64.1% | -63.8% |
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