+1.5%
SMR vs BLDR
-22.9%
+24.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.6% | -4.2% |
| 7D | +4.7% | -8.1% | +12.8% | +7.5% |
| 30D | +3.2% | -21.5% | +24.7% | +11.8% |
| 3M | +9.9% | -21.0% | +30.9% | +17.6% |
| 6M | -15.1% | -37.1% | +21.9% | -2.1% |
| YTD | -27.9% | -42.7% | +14.7% | -14.1% |
| 1Y | -70.2% | -58.0% | -12.3% | -61.5% |
| 3Y | +72.5% | -57.8% | +130.3% | +117.7% |
| All | +1.5% | -22.9% | +24.4% | +10.4% |
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