+484.0%
BLDR vs SAN
+270.1%
+213.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.6% |
| 7D | -3.0% | +4.0% | -7.0% | -4.9% |
| 30D | +20.1% | -7.8% | +27.9% | +25.1% |
| 3M | -17.5% | -16.4% | -1.1% | -9.9% |
| 6M | -16.1% | +3.5% | -19.6% | -18.1% |
| YTD | -41.0% | +6.7% | -47.7% | -44.1% |
| 1Y | -41.6% | +14.5% | -56.1% | -46.7% |
| 3Y | -50.8% | +243.5% | -294.3% | -76.1% |
| 5Y | -10.8% | +296.2% | -307.0% | -61.8% |
| All | +484.0% | +270.1% | +213.9% | +115.1% |
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