+261.9%
BLX vs SPY
+318.9%
-57.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | -0.4% | -2.0% | +1.6% | +1.2% |
| 30D | -0.9% | -1.7% | +0.7% | +0.4% |
| 3M | -3.3% | +4.7% | -8.1% | -7.0% |
| 6M | +18.0% | +12.5% | +5.5% | +6.9% |
| YTD | +29.7% | +11.7% | +17.9% | +18.0% |
| 1Y | +25.0% | +17.5% | +7.5% | +9.0% |
| 3Y | +188.9% | +76.6% | +112.3% | +79.8% |
| 5Y | +354.2% | +82.0% | +272.1% | +170.5% |
| All | +261.9% | +318.9% | -57.0% | -5.6% |
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 · 6 months rolling