-49.4%
BLDR vs SBAC
-7.1%
-42.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | -1.1% | +3.6% | -4.7% | -1.9% |
| 30D | +19.1% | +4.9% | +14.2% | +17.7% |
| 3M | -12.6% | +6.5% | -19.0% | -13.9% |
| 6M | -18.7% | -11.1% | -7.6% | -16.2% |
| YTD | -38.8% | +0.9% | -39.8% | -39.3% |
| 1Y | -41.2% | -1.6% | -39.7% | -41.1% |
| 3Y | -49.4% | -7.0% | -42.4% | -48.8% |
| All | -49.4% | -7.1% | -42.2% | -48.8% |
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 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