+235.3%
SLV vs BLDR
+357.1%
-121.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.5% |
| 7D | +2.8% | -2.7% | +5.5% | +3.1% |
| 30D | +2.2% | -14.7% | +16.9% | +3.8% |
| 3M | +2.9% | -20.8% | +23.7% | +4.9% |
| 6M | -22.4% | -35.3% | +12.9% | -19.3% |
| YTD | -5.7% | -40.3% | +34.6% | -1.2% |
| 1Y | +63.3% | -56.3% | +119.6% | +75.9% |
| 3Y | +189.0% | -56.1% | +245.1% | +204.8% |
| 5Y | +172.7% | +12.9% | +159.7% | +152.5% |
| 10Y | +235.3% | +386.5% | -151.2% | +172.5% |
| All | +235.3% | +357.1% | -121.8% | +172.5% |
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