+318.0%
SPYM vs BLDR
+383.3%
-65.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.3% |
| 7D | -0.8% | -8.2% | +7.5% | +1.0% |
| 30D | -1.1% | -16.6% | +15.6% | +2.6% |
| 3M | +3.9% | -23.2% | +27.0% | +8.8% |
| 6M | +13.6% | -33.7% | +47.4% | +22.1% |
| YTD | +12.7% | -41.3% | +54.1% | +23.6% |
| 1Y | +17.6% | -58.8% | +76.4% | +38.7% |
| 3Y | +77.2% | -57.5% | +134.7% | +98.4% |
| 5Y | +84.1% | +12.9% | +71.2% | +58.0% |
| All | +318.0% | +383.3% | -65.3% | +146.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling