+410.2%
SPYG vs BLDR
+372.1%
+38.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | 0.0% |
| 7D | -1.8% | -8.1% | +6.3% | -0.1% |
| 30D | -1.9% | -21.5% | +19.6% | +3.1% |
| 3M | +5.2% | -21.0% | +26.1% | +9.6% |
| 6M | +15.6% | -37.1% | +52.6% | +25.9% |
| YTD | +12.4% | -42.7% | +55.1% | +24.2% |
| 1Y | +17.5% | -58.0% | +75.4% | +38.4% |
| 3Y | +98.1% | -57.8% | +155.9% | +122.9% |
| 5Y | +84.9% | +10.3% | +74.6% | +60.4% |
| All | +410.2% | +372.1% | +38.1% | +211.9% |
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 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