+110.9%
BLV vs SPY
+651.6%
-540.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +3.3% | -2.4% | +5.7% | +3.2% |
| 3M | -0.4% | -1.2% | +0.7% | -0.5% |
| 6M | -2.9% | +3.3% | -6.2% | -2.7% |
| YTD | -2.9% | +12.3% | -15.2% | -2.2% |
| 1Y | -4.2% | +12.4% | -16.7% | -3.5% |
| 3Y | +12.0% | +78.8% | -66.8% | +17.2% |
| 5Y | -22.2% | +75.2% | -97.3% | -18.8% |
| 10Y | +10.7% | +311.1% | -300.4% | +31.2% |
| All | +110.9% | +651.6% | -540.7% | +180.1% |
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