-59.2%
BXBL vs SPY
+29.0%
-88.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.0% |
| 7D | -9.4% | -0.8% | -8.7% | -9.4% |
| 30D | -11.5% | -1.1% | -10.4% | -11.5% |
| 3M | -62.3% | +3.9% | -66.2% | -62.2% |
| 6M | -61.0% | +13.6% | -74.6% | -60.9% |
| YTD | -60.8% | +12.7% | -73.4% | -60.7% |
| 1Y | -60.4% | +17.5% | -77.9% | -60.3% |
| All | -59.2% | +29.0% | -88.2% | -59.3% |
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