-49.4%
BLDR vs SPY
+78.4%
-127.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.1% |
| 30D | +19.1% | -3.7% | +22.8% | +24.8% |
| 3M | -12.6% | -2.7% | -9.8% | -9.5% |
| 6M | -18.7% | +2.2% | -20.9% | -20.8% |
| YTD | -38.8% | +10.8% | -49.7% | -46.2% |
| 1Y | -41.2% | +11.2% | -52.5% | -48.5% |
| 3Y | -49.4% | +76.5% | -125.9% | -81.1% |
| All | -49.4% | +78.4% | -127.7% | -81.1% |
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 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