+310.8%
SPY vs BLDR
+494.8%
-184.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.5% |
| 7D | -0.9% | -10.3% | +9.4% | +1.3% |
| 30D | -2.4% | +19.6% | -21.9% | -6.5% |
| 3M | -1.2% | -17.0% | +15.8% | +1.9% |
| 6M | +3.3% | -16.7% | +20.0% | +5.5% |
| YTD | +12.3% | -39.4% | +51.7% | +21.5% |
| 1Y | +12.4% | -41.7% | +54.1% | +22.4% |
| 3Y | +78.8% | -49.9% | +128.7% | +92.3% |
| 5Y | +75.2% | -7.6% | +82.8% | +56.7% |
| All | +310.8% | +494.8% | -184.1% | +135.5% |
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