+98.4%
SPYG vs BLDR
-56.4%
+154.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | -1.7% | -14.7% | +13.0% | +0.6% |
| 3M | +3.6% | -20.8% | +24.5% | +6.8% |
| 6M | +16.6% | -35.3% | +51.9% | +23.4% |
| YTD | +13.4% | -40.3% | +53.7% | +20.9% |
| 1Y | +19.6% | -56.3% | +75.9% | +34.0% |
| All | +98.4% | -56.4% | +154.8% | +114.7% |
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