+1,230.3%
SPYG vs BLDR
+414.6%
+815.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.5% |
| 7D | +0.4% | -2.8% | +3.2% | +0.8% |
| 30D | -0.4% | -13.3% | +12.8% | +1.4% |
| 3M | +0.5% | -12.3% | +12.8% | +1.8% |
| 6M | +17.5% | -31.5% | +48.9% | +22.8% |
| YTD | +14.3% | -36.1% | +50.4% | +20.2% |
| 1Y | +21.7% | -54.1% | +75.8% | +33.6% |
| 3Y | +98.6% | -55.8% | +154.4% | +114.1% |
| 5Y | +85.1% | +20.7% | +64.4% | +71.4% |
| 10Y | +412.0% | +390.2% | +21.8% | +276.6% |
| All | +1,230.3% | +414.6% | +815.6% | +634.9% |
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 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