+109.0%
SPG vs BLDR
+479.0%
-370.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +2.0% | -3.0% | +5.0% | +2.9% |
| 30D | +17.2% | +20.1% | -2.9% | +9.0% |
| 3M | +6.3% | -17.5% | +23.8% | +12.2% |
| 6M | +18.7% | -16.1% | +34.8% | +22.5% |
| YTD | +30.1% | -41.0% | +71.1% | +49.4% |
| 1Y | +32.8% | -41.6% | +74.4% | +52.4% |
| 3Y | +133.6% | -50.8% | +184.4% | +163.3% |
| 5Y | +84.4% | -10.8% | +95.2% | +49.8% |
| All | +109.0% | +479.0% | -370.0% | -18.2% |
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