+386.5%
BLDR vs SAN
+329.5%
+56.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | -14.7% | -0.1% | -14.6% | -14.7% |
| 3M | -20.8% | +19.6% | -40.5% | -28.0% |
| 6M | -35.3% | +32.7% | -68.0% | -44.2% |
| YTD | -40.3% | +26.7% | -67.0% | -48.0% |
| 1Y | -56.3% | +51.6% | -107.9% | -65.5% |
| 3Y | -56.1% | +348.7% | -404.9% | -81.4% |
| 5Y | +12.9% | +378.7% | -365.8% | -56.2% |
| 10Y | +386.5% | +336.9% | +49.5% | +72.0% |
| All | +386.5% | +329.5% | +56.9% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling