-55.3%
BLDR vs SAN
+356.8%
-412.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -0.3% | +3.3% | -3.7% | -1.7% |
| 30D | -16.2% | +1.1% | -17.3% | -16.6% |
| 3M | -14.4% | +22.2% | -36.6% | -21.3% |
| 6M | -32.8% | +36.0% | -68.8% | -40.6% |
| YTD | -39.2% | +28.2% | -67.4% | -45.8% |
| 1Y | -57.7% | +54.1% | -111.8% | -65.1% |
| 3Y | -55.3% | +354.2% | -409.5% | -79.3% |
| All | -55.3% | +356.8% | -412.0% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling