-100.0%
SPXS vs BLDR
+3,995.5%
-4,095.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +2.3% |
| 7D | -0.1% | -2.8% | +2.8% | -1.1% |
| 30D | +0.8% | -13.3% | +14.1% | -4.5% |
| 3M | -4.7% | -12.3% | +7.5% | -7.9% |
| 6M | -29.6% | -31.5% | +1.8% | -37.2% |
| YTD | -29.8% | -36.1% | +6.2% | -38.5% |
| 1Y | -38.9% | -54.1% | +15.1% | -52.7% |
| 3Y | -79.6% | -55.8% | -23.9% | -82.1% |
| 5Y | -85.9% | +20.7% | -106.7% | -77.8% |
| 10Y | -99.5% | +390.2% | -489.8% | -98.1% |
| All | -100.0% | +3,995.5% | -4,095.5% | -99.9% |
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