+823.3%
SPYM vs BLDR
+301.8%
+521.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | 0.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -0.9% | -16.2% | +15.3% | +1.1% |
| 3M | +3.9% | -14.4% | +18.3% | +5.4% |
| 6M | +14.5% | -32.8% | +47.3% | +19.3% |
| YTD | +13.0% | -39.2% | +52.2% | +18.8% |
| 1Y | +19.4% | -57.7% | +77.1% | +30.9% |
| 3Y | +78.9% | -55.3% | +134.1% | +90.8% |
| 5Y | +82.3% | +15.6% | +66.7% | +71.3% |
| 10Y | +314.7% | +359.8% | -45.1% | +221.4% |
| All | +823.3% | +301.8% | +521.5% | +451.1% |
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