-57.9%
BXBL vs SPY
+27.9%
-85.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.9% |
| 7D | -8.6% | -2.0% | -6.6% | -8.5% |
| 30D | -13.8% | -1.7% | -12.1% | -13.8% |
| 3M | -61.1% | +4.7% | -65.8% | -61.0% |
| 6M | -59.8% | +12.5% | -72.3% | -59.7% |
| YTD | -59.6% | +11.7% | -71.3% | -59.5% |
| 1Y | -59.2% | +17.5% | -76.7% | -59.1% |
| All | -57.9% | +27.9% | -85.9% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling