-66.5%
BLSH vs SPY
+18.3%
-84.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -30.0% | -3.3% | -26.7% | -22.0% |
| 3M | -3.5% | -2.4% | -1.1% | +5.6% |
| 6M | -47.8% | +2.6% | -50.3% | -49.4% |
| YTD | -39.8% | +11.2% | -51.0% | -52.6% |
| 1Y | -49.4% | +13.4% | -62.8% | -62.0% |
| All | -66.5% | +18.3% | -84.8% | -73.8% |
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 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