-56.7%
BLDR vs SBAC
-8.7%
-48.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -14.7% | +3.9% | -18.6% | -15.6% |
| 3M | -20.8% | -8.2% | -12.6% | -19.0% |
| 6M | -35.3% | -2.8% | -32.5% | -35.1% |
| YTD | -40.3% | -1.5% | -38.8% | -40.6% |
| 1Y | -56.3% | 0.0% | -56.3% | -56.8% |
| All | -56.7% | -8.7% | -48.0% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling