-69.8%
BLDR vs SARO
-23.7%
-46.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.6% | -3.0% |
| 7D | -8.1% | -4.0% | -4.1% | -6.5% |
| 30D | -21.5% | -16.1% | -5.3% | -15.7% |
| 3M | -21.0% | -4.5% | -16.5% | -19.0% |
| 6M | -37.1% | -17.0% | -20.0% | -32.6% |
| YTD | -42.7% | -17.5% | -25.1% | -38.7% |
| 1Y | -58.0% | -12.3% | -45.7% | -55.9% |
| All | -69.8% | -23.7% | -46.1% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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