+568.6%
SE vs BLDR
+250.4%
+318.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.4% |
| 7D | -3.6% | -2.7% | -0.9% | -2.8% |
| 30D | -5.3% | -14.7% | +9.4% | -0.1% |
| 3M | +28.1% | -20.8% | +48.9% | +36.8% |
| 6M | +20.7% | -35.3% | +56.0% | +37.2% |
| YTD | -14.8% | -40.3% | +25.6% | -1.2% |
| 1Y | -43.6% | -56.3% | +12.7% | -27.6% |
| 3Y | +184.2% | -56.1% | +240.3% | +235.0% |
| 5Y | -66.3% | +12.9% | -79.2% | -72.2% |
| All | +568.6% | +250.4% | +318.2% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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