+439.5%
SN vs BLDR
-56.7%
+496.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +4.2% |
| 7D | +7.2% | -3.7% | +10.8% | +8.3% |
| 30D | +20.4% | +16.8% | +3.6% | +13.3% |
| 3M | +23.9% | -13.7% | +37.7% | +29.1% |
| 6M | +93.0% | -21.9% | +114.9% | +106.7% |
| YTD | +99.2% | -39.2% | +138.5% | +128.2% |
| 1Y | +142.6% | -42.6% | +185.2% | +182.9% |
| 3Y | +398.8% | -50.2% | +449.0% | +503.2% |
| All | +439.5% | -56.7% | +496.1% | +539.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling