+76.8%
SPYM vs BLDR
-56.4%
+133.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -0.4% | -2.7% | +2.3% | 0.0% |
| 30D | -1.4% | -14.7% | +13.3% | +0.8% |
| 3M | +3.7% | -20.8% | +24.6% | +6.7% |
| 6M | +13.0% | -35.3% | +48.4% | +19.4% |
| YTD | +12.5% | -40.3% | +52.8% | +19.7% |
| 1Y | +18.6% | -56.3% | +74.9% | +32.4% |
| All | +76.8% | -56.4% | +133.2% | +89.3% |
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 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