+175.8%
SLV vs BLDR
+479.0%
-303.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -5.8% | -3.0% | -2.9% | -5.5% |
| 30D | -12.1% | +20.1% | -32.2% | -14.1% |
| 3M | -24.1% | -17.5% | -6.6% | -22.8% |
| 6M | -44.4% | -16.1% | -28.3% | -43.8% |
| YTD | -31.5% | -41.0% | +9.5% | -28.2% |
| 1Y | -6.9% | -41.6% | +34.7% | -2.5% |
| 3Y | +116.0% | -50.8% | +166.8% | +125.1% |
| 5Y | +88.4% | -10.8% | +99.2% | +78.8% |
| All | +175.8% | +479.0% | -303.2% | +118.5% |
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