+24.7%
BLX vs SPY
+14.6%
+10.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.9% |
| 7D | -1.2% | -0.7% | -0.4% | -0.7% |
| 30D | -6.8% | -1.0% | -5.8% | -6.3% |
| 3M | -12.2% | -0.3% | -11.9% | -12.1% |
| 6M | -1.4% | +7.3% | -8.7% | -5.0% |
| YTD | +19.5% | +13.3% | +6.2% | +12.4% |
| 1Y | +24.7% | +14.8% | +10.0% | +16.4% |
| All | +24.7% | +14.6% | +10.1% | +16.4% |
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 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