+389.2%
BLDR vs SAN
+326.6%
+62.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -2.8% | +1.8% | -4.6% | -4.0% |
| 30D | -13.3% | +2.0% | -15.3% | -14.4% |
| 3M | -12.3% | +19.7% | -32.0% | -22.5% |
| 6M | -31.5% | +30.6% | -62.1% | -42.9% |
| YTD | -36.1% | +28.8% | -64.9% | -47.2% |
| 1Y | -54.1% | +57.8% | -111.8% | -67.2% |
| 3Y | -55.8% | +338.1% | -393.9% | -85.0% |
| 5Y | +20.7% | +384.2% | -363.5% | -64.7% |
| 10Y | +390.2% | +353.1% | +37.1% | +31.5% |
| All | +389.2% | +326.6% | +62.6% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling