+10.3%
BLDR vs SAN
+379.7%
-369.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -8.1% | -2.8% | -5.3% | -7.0% |
| 30D | -21.5% | -0.5% | -20.9% | -21.3% |
| 3M | -21.0% | +22.7% | -43.7% | -27.6% |
| 6M | -37.1% | +28.8% | -65.8% | -43.3% |
| YTD | -42.7% | +26.3% | -68.9% | -48.6% |
| 1Y | -58.0% | +48.8% | -106.8% | -64.9% |
| 3Y | -57.8% | +347.2% | -405.1% | -78.6% |
| 5Y | +10.3% | +383.8% | -373.5% | -49.9% |
| All | +10.3% | +379.7% | -369.5% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling