Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SO vs BLDR✓SelectedUSD · BLDRSO vs BLDR performance historyLatest closeAs of-0.67%09/10
Stock and ETF performance explorer

SO vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+154.8%
BLDR return
+372.1%
Excess return
-217.4%
Maximum drawdown
-38.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D-0.7%-3.9%+3.3%-0.3%
7D-1.1%-8.1%+7.0%-0.4%
30D-3.7%-21.5%+17.7%-1.6%
3M-5.9%-21.0%+15.1%-4.2%
6M-7.3%-37.1%+29.7%-3.9%
YTD+3.1%-42.7%+45.8%+7.6%
1Y-1.0%-58.0%+57.0%+6.4%
3Y+43.2%-57.8%+101.1%+49.9%
5Y+59.1%+10.3%+48.8%+42.7%
All+154.8%+372.1%-217.4%+97.1%

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