+196.3%
SE vs BLDR
-54.9%
+251.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +2.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -0.1% | -16.2% | +16.1% | +3.3% |
| 3M | +34.1% | -14.4% | +48.5% | +37.0% |
| 6M | +23.2% | -32.8% | +56.0% | +31.3% |
| YTD | -11.2% | -39.2% | +28.0% | -4.0% |
| 1Y | -40.5% | -57.7% | +17.2% | -31.5% |
| 3Y | +196.3% | -55.3% | +251.6% | +293.2% |
| All | +196.3% | -54.9% | +251.1% | +293.2% |
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