+455.3%
SN vs BLDR
-54.3%
+509.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | +1.0% |
| 7D | +7.6% | -2.7% | +10.4% | +8.4% |
| 30D | +24.1% | +24.8% | -0.8% | +14.1% |
| 3M | +23.7% | -11.7% | +35.4% | +27.8% |
| 6M | +105.5% | -14.8% | +120.3% | +113.5% |
| YTD | +105.1% | -35.9% | +141.0% | +130.5% |
| 1Y | +148.3% | -39.7% | +188.0% | +184.5% |
| 3Y | +438.7% | -45.6% | +484.2% | +537.5% |
| All | +455.3% | -54.3% | +509.6% | +546.5% |
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