+73.1%
SPYM vs BLDR
-11.9%
+85.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.6% | -3.0% | +5.5% | +3.1% |
| 30D | -2.0% | +20.1% | -22.1% | -5.9% |
| 3M | -2.8% | -17.5% | +14.7% | +0.2% |
| 6M | +2.2% | -16.1% | +18.3% | +4.0% |
| YTD | +11.5% | -41.0% | +52.6% | +20.9% |
| 1Y | +13.5% | -41.6% | +55.1% | +23.0% |
| 3Y | +78.0% | -50.8% | +128.9% | +88.2% |
| All | +73.1% | -11.9% | +85.0% | +39.8% |
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 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