+78.8%
SE vs BLDR
-47.3%
+126.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | +1.9% |
| 7D | +3.3% | -2.7% | +6.0% | +3.7% |
| 30D | -18.2% | +24.8% | -43.0% | -21.7% |
| 3M | -31.3% | -11.7% | -19.6% | -29.9% |
| 6M | -10.1% | -14.8% | +4.7% | -8.6% |
| YTD | -38.9% | -35.9% | -3.0% | -35.1% |
| 1Y | -48.0% | -39.7% | -8.3% | -44.3% |
| 3Y | +78.8% | -45.6% | +124.4% | +237.6% |
| All | +78.8% | -47.3% | +126.1% | +237.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling