+448.1%
SN vs BLDR
-56.4%
+504.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | +0.3% |
| 7D | +7.6% | -1.1% | +8.6% | +7.7% |
| 30D | +22.4% | +19.1% | +3.4% | +14.4% |
| 3M | +21.7% | -12.6% | +34.2% | +26.1% |
| 6M | +102.8% | -18.7% | +121.5% | +114.1% |
| YTD | +102.4% | -38.8% | +141.3% | +131.2% |
| 1Y | +139.0% | -41.2% | +180.2% | +176.3% |
| 3Y | +440.4% | -49.4% | +489.8% | +551.2% |
| All | +448.1% | -56.4% | +504.4% | +548.4% |
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