+67.8%
SPYG vs BLDR
-11.9%
+79.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +2.3% | -3.0% | +5.3% | +2.9% |
| 30D | -6.5% | +20.1% | -26.6% | -10.7% |
| 3M | -6.8% | -17.5% | +10.7% | -3.7% |
| 6M | -3.1% | -16.1% | +12.9% | -1.2% |
| YTD | +8.0% | -41.0% | +49.0% | +18.1% |
| 1Y | +10.2% | -41.6% | +51.8% | +20.4% |
| 3Y | +91.0% | -50.8% | +141.8% | +102.2% |
| All | +67.8% | -11.9% | +79.8% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling