+323.8%
SN vs BLDR
-56.6%
+380.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +2.7% |
| 7D | +0.1% | -0.3% | +0.5% | +0.1% |
| 30D | -5.6% | -16.2% | +10.6% | +0.2% |
| 3M | +48.1% | -14.4% | +62.5% | +55.0% |
| 6M | +57.6% | -32.8% | +90.4% | +78.6% |
| YTD | +56.5% | -39.2% | +95.7% | +80.6% |
| 1Y | +52.6% | -57.7% | +110.2% | +97.8% |
| 3Y | +412.0% | -55.3% | +467.2% | +512.7% |
| All | +323.8% | -56.6% | +380.4% | +406.5% |
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