-17.3%
SLB vs BLDR
+554.2%
-571.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | +0.5% |
| 7D | -4.3% | -1.1% | -3.2% | -4.3% |
| 30D | +1.9% | +19.1% | -17.1% | -4.6% |
| 3M | -5.7% | -12.6% | +6.9% | -3.1% |
| 6M | -5.3% | -18.7% | +13.3% | -2.2% |
| YTD | +32.2% | -38.8% | +71.0% | +48.4% |
| 1Y | +38.5% | -41.2% | +79.7% | +57.1% |
| 3Y | +1.1% | -49.4% | +50.5% | +13.1% |
| 5Y | +70.3% | -6.0% | +76.2% | +39.5% |
| 10Y | -17.3% | +523.1% | -540.4% | -64.6% |
| All | -17.3% | +554.2% | -571.4% | -64.6% |
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 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