+12.9%
BLDR vs SPY
+81.0%
-68.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.2% |
| 7D | -2.7% | -0.4% | -2.3% | -2.2% |
| 30D | -14.7% | -1.4% | -13.3% | -12.9% |
| 3M | -20.8% | +3.7% | -24.5% | -24.5% |
| 6M | -35.3% | +13.0% | -48.3% | -45.2% |
| YTD | -40.3% | +12.4% | -52.7% | -49.0% |
| 1Y | -56.3% | +18.5% | -74.8% | -65.3% |
| 3Y | -56.1% | +77.6% | -133.7% | -80.8% |
| 5Y | +12.9% | +81.7% | -68.8% | -48.9% |
| All | +12.9% | +81.0% | -68.1% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling