+132.7%
SLV vs BLDR
-47.3%
+180.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +2.1% |
| 7D | +5.6% | -2.7% | +8.4% | +5.9% |
| 30D | -12.1% | +24.8% | -36.9% | -14.4% |
| 3M | -16.3% | -11.7% | -4.6% | -15.4% |
| 6M | -34.1% | -14.8% | -19.3% | -33.5% |
| YTD | -25.3% | -35.9% | +10.6% | -22.4% |
| 1Y | +9.6% | -39.7% | +49.3% | +14.2% |
| 3Y | +132.7% | -45.6% | +178.2% | +132.0% |
| All | +132.7% | -47.3% | +180.0% | +132.0% |
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