+484.0%
BLDR vs SBAC
+114.8%
+369.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | +20.1% | +5.5% | +14.6% | +17.8% |
| 3M | -17.5% | +3.1% | -20.6% | -18.6% |
| 6M | -16.1% | -7.0% | -9.1% | -14.5% |
| YTD | -41.0% | +0.5% | -41.5% | -42.7% |
| 1Y | -41.6% | +0.2% | -41.8% | -43.2% |
| 3Y | -50.8% | -7.4% | -43.5% | -51.6% |
| 5Y | -10.8% | -39.7% | +28.9% | +5.2% |
| All | +484.0% | +114.8% | +369.2% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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