-54.1%
BLDR vs SAN
+58.9%
-113.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -2.8% | +1.8% | -4.6% | -3.6% |
| 30D | -13.3% | +2.0% | -15.3% | -14.0% |
| 3M | -12.3% | +19.7% | -32.0% | -18.5% |
| 6M | -31.5% | +30.6% | -62.1% | -38.6% |
| YTD | -36.1% | +28.8% | -64.9% | -44.0% |
| 1Y | -54.1% | +57.8% | -111.8% | -60.0% |
| All | -54.1% | +58.9% | -113.0% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling