+111.9%
SPG vs BLDR
-54.9%
+166.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.0% | +2.1% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -4.9% | -16.2% | +11.3% | -1.7% |
| 3M | +3.3% | -14.4% | +17.7% | +5.7% |
| 6M | +11.2% | -32.8% | +44.0% | +19.1% |
| YTD | +17.1% | -39.2% | +56.2% | +27.0% |
| 1Y | +21.6% | -57.7% | +79.3% | +43.2% |
| 3Y | +111.9% | -55.3% | +167.1% | +121.2% |
| All | +111.9% | -54.9% | +166.7% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling