-55.3%
BLDR vs SPY
+78.7%
-134.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.1% |
| 7D | -0.3% | +0.5% | -0.9% | -1.1% |
| 30D | -16.2% | -0.9% | -15.3% | -15.0% |
| 3M | -14.4% | +3.9% | -18.3% | -18.4% |
| 6M | -32.8% | +14.5% | -47.3% | -43.6% |
| YTD | -39.2% | +12.9% | -52.1% | -48.0% |
| 1Y | -57.7% | +19.4% | -77.0% | -66.3% |
| 3Y | -55.3% | +78.5% | -133.7% | -83.2% |
| All | -55.3% | +78.7% | -134.0% | -83.2% |
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