+1,156.5%
SPYG vs BLDR
+374.7%
+781.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +2.3% | -3.0% | +5.3% | +2.7% |
| 30D | -6.5% | +20.1% | -26.6% | -9.2% |
| 3M | -6.8% | -17.5% | +10.7% | -4.9% |
| 6M | -3.1% | -16.1% | +12.9% | -1.9% |
| YTD | +8.0% | -41.0% | +49.0% | +14.3% |
| 1Y | +10.2% | -41.6% | +51.8% | +16.6% |
| 3Y | +91.0% | -50.8% | +141.8% | +102.3% |
| 5Y | +67.7% | -10.8% | +78.5% | +61.0% |
| 10Y | +393.9% | +486.3% | -92.4% | +255.2% |
| All | +1,156.5% | +374.7% | +781.8% | +598.4% |
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