+502.3%
BLDR vs SAN
+275.0%
+227.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -10.3% | +3.4% | -13.7% | -11.8% |
| 30D | +19.6% | -6.3% | +25.8% | +23.4% |
| 3M | -17.0% | -14.1% | -2.9% | -10.6% |
| 6M | -16.7% | +4.2% | -20.9% | -19.0% |
| YTD | -39.4% | +9.0% | -48.5% | -43.2% |
| 1Y | -41.7% | +18.8% | -60.5% | -47.8% |
| 3Y | -49.9% | +252.0% | -301.9% | -76.0% |
| 5Y | -7.6% | +299.5% | -307.1% | -60.6% |
| 10Y | +502.3% | +276.7% | +225.7% | +117.8% |
| All | +502.3% | +275.0% | +227.3% | +117.8% |
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