-53.7%
SMR vs BLDR
-20.7%
-33.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.6% |
| 7D | -8.3% | -3.0% | -5.3% | -7.2% |
| 30D | -20.1% | +20.1% | -40.2% | -25.4% |
| 3M | -52.7% | -17.5% | -35.2% | -50.1% |
| 6M | -61.0% | -16.1% | -44.9% | -59.6% |
| YTD | -67.1% | -41.0% | -26.1% | -61.5% |
| 1Y | -79.9% | -41.6% | -38.3% | -76.5% |
| 3Y | +101.7% | -50.8% | +152.6% | +144.2% |
| All | -53.7% | -20.7% | -33.0% | -50.6% |
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